Engineering BGM / Najlacnejšie knihy
Engineering BGM

Code: 06685852

Engineering BGM

by Alan Brace

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 versio ... more

203.39 €

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Book synopsis

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.

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