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Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Engineering BGM

Name: Engineering BGM
Brand: Taylor & Francis Ltd
SKU: 06685852
Price: 77158 HUF
Availability: InStock
Author: Alan Brace
ISBN: 9781584889687

Alan Brace

Language

English

Book Hardback

Libristo code: 06685852

Publishers Taylor & Francis Ltd, November 2007

Presents techniques that originate from practical problems and that address real requirements. This... Full description

Libristo code: 06685852

517 b

77 158 Ft

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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.