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Engineering BGM - Chapman and Hall / CRC Financial Mathematics Series Alan Brace 1. izdevums
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Engineering BGM - Chapman and Hall / CRC Financial Mathematics Series
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 version. It covers topics such as simulation, time slicing, pricing, delta hedging, vega hedging, and callable exotics.
240 pages, figures
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2007. gada 1. novembris |
| ISBN13 | 9781584889687 |
| Izdevēji | Taylor & Francis Inc |
| Lapas | 236 |
| Izmēri | 164 × 243 × 22 mm · 476 g |
| Valoda | Angļu |
