Kniha Engineering BGM Alan Brace

Engineering BGM

Autor: Alan Brace
Jazyk: Angličtina
Vazba: Pevná
Dostupnost: 50 % šance
Prohledáme celý svět
3 888
Presents techniques that originate from practical problems and that address real requirements. This...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2007
Stránek
236
EAN
9781584889687
ISBN
9781584889687
Enbook ID
06685852
Hmotnost
476
Rozměry
164 x 243 x 22

Kompletní popis

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.

Mohlo by vás zajímat

1 173

A Parade of Puppies

Charles Ghigna
214

Staying On

Paul Scott
398
1 310
1 251

Zákaznicí kteří koupili tuto knihu koupili také

4 690

Fate

Speedy Publishing LLC
235

El precio del sexo

Manuel Santolaria
210

amor era un trabajo temporal

Verdu Delgado Ana Dolores
1 171

Cheiro de domingo

Alexandre Parente
581

Doktrina v stihah

Ljudmila Radovskaya
535

Dost Istersen Allah Yeter

Lütfullah Müftüoglu
205

Qualidade da informacao

Lucimeiry Maria Minuzzi e Nascimento
1 077

Okosystem Darm

Jochen Bockemühl
2 130

Beweislast

Manfred Bomm
301