Engineering BGM - Alan Brace
-25% koodilla BOOKS
Toimitus 15-21 arkipäivässä
30 päivän palautusoikeus
From simple to more sophisticated versions of the BGM model, this book offers a range of methods that can be programmed into production code to suit readers' requirements. It first introduces the standard lognormal flat BGM model and then focuses on the shifted version to develop basic ideas about construction, change of measure, correlation, calibration, simulation, timeslicers (lattices), pricing, delta h ... Täydellinen kuvaus
Saatat myös pitää
TOP
Unreasonable Hospitality: The Remarkable Power of Giving People More Than They Expect
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Never Split the Difference: Negotiating as if Your Life Depended on It
-25% koodilla BOOKS
Varastossa
TOP
The 7 Habits of Highly Effective People. 30th Anniversary Edition: Powerful Lessons in Personal Change
Jim Collins, Sean Covey, Stephen R. Covey
-25% koodilla BOOKS
Varastossa
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Psychology of Money: Timeless Lessons on Wealth, Greed, and Happiness
-25% koodilla BOOKS
Varastossa
TOP
The Infinity Machine: Demis Hassabis, DeepMind, and the Quest for Superintelligence
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Legacy: What The All Blacks Can Teach Us About The Business Of Life
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Atomic Habits: An Easy & Proven Way to Build Good Habits & Break Bad Ones
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Vienna: How the City of Ideas Created the Modern World
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
1873: The Rothschilds, the First Great Depression, and the Making of the Modern World
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Lean Startup: How Today's Entrepreneurs Use Continuous Innovation to Create Radically Successful Businesses
-25% koodilla BOOKS
Varastossa
TOP
Radical Candor: Be a Kick-Ass Boss Without Losing Your Humanity
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Influence: The Psychology of Persuasion
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Co-Intelligence: Living and Working with AI
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The First 90 Days: Proven Straegies for Getting up to Speed faster and smarter
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Surrounded by Idiots Revised & Expanded Edition: The Four Types of Human Behavior and How to Effectively Communicate with Each in Business (and in Life)
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
The Common Good Economy: A New Compass
-25% koodilla BOOKS
Toimittajalla varastossa
TOP
Berkshire Hathaway Letters to Shareholders: 1965-2024
-25% koodilla BOOKS
Toimittajalla varastossa
Kuvaus
From simple to more sophisticated versions of the BGM model, this book offers a range of methods that can be programmed into production code to suit readers' requirements. It first introduces the standard lognormal flat BGM model and then focuses on the shifted version to develop basic ideas about construction, change of measure, correlation, calibration, simulation, timeslicers (lattices), pricing, delta hedging, barriers, Bermudans, and vega hedging. Subsequent chapters address cross-economy BGM, the adaptation of the BJM model to inflation, a simple tractable stochastic volatility version of BGM, and Brazilian options suitable for BGM analysis.
Lisätietoja
| Kirjoittaja | Alan Brace |
|---|---|
| Julkaisija | CRC Press |
| Julkaisuvuosi | 2019 |
| Kannen tyyppi | Pehmeäkantinen |
| EAN | 9780367388379 |