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Engineering Bgm

by Alan Brace
Book eBook
language: english
Publisher: TAYLOR & FRANCIS INC, November of 2007 ‧
168,98€
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Presents techniques that originate from practical problems and that address real requirements. This book introduces the standard lognormal flat BGM and then discusses shifted versions of BGM, including stochastic volatility version. It covers topics such as simulation, time slicing, pricing, delta hedging, vega hedging, and callable exotics.

Engineering Bgm

by Alan Brace

Property Description
ISBN: 9781584889687
Publisher: TAYLOR & FRANCIS INC
Release Date: November of 2007
Language: English
Cover: Hardcover
Pages: 236
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781584889687