{"product_id":"engineering-bgm-alan-brace-9780367388379","title":"Engineering Bgm","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Alan Brace\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0367388375\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780367388379\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/19\/2019\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 240\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.05lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.10h x 6.10w x 0.60d","brand":"Alan Brace","offers":[{"title":"Paperback","offer_id":48443373879551,"sku":"9780367388379","price":89.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_a6fefc0a-1786-4263-bc53-0ea777e40f4b.jpg?v=1777205091","url":"https:\/\/www.whiterainbookhouse.com\/products\/engineering-bgm-alan-brace-9780367388379","provider":"WR Book House","version":"1.0","type":"link"}