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Engineering Bgm
Livro
eBook
idioma: inglês
Editor:
TAYLOR & FRANCIS INC, novembro de 2007 ‧
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168,98€
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Venda o seu livro
SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781584889687 |
| Editor: | TAYLOR & FRANCIS INC |
| Data de Lançamento: | novembro de 2007 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 236 |
| Tipo de produto: | Livro |
| Coleção: | Chapman And Hall/Crc Financial Mathematics Series |
| Classificação Temática: |
Livros em Inglês
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Economia, Finanças e Contabilidade
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Finanças
|
| EAN: | 9781584889687 |
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