LIBROS DEL AUTOR: alan brace

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  • Engineering BGM
    Alan Brace
    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, timeslicer...
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    120,65 €