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Engineering BGM

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.
RIP - This product is no longer available on our network. It was last seen on 01.01.2015

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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9781584889687
Availability: In Stock
£51.02
tax & finance Business > Tax & Finance
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Product Description

Presents techniques that originate from practical problems & that address real requirements. This book introduces the standard lognormal flat BGM & then discusses shifted versions of BGM, including stochastic volatility version. It covers topics such as simulation, time slicing, pricing, delta hedging, vega hedging, & callable exotics.

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Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

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