Engineering BGM
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- £62.99
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- £62.99
Publisher Description
Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives. Written by one of its developers, Engineering BGM builds progressively from simple to more sophisticated versions of the BGM model, offering a range of methods that can be programmed into production cod
GENRE
Business & Personal Finance
RELEASED
2007
1 November
LANGUAGE
EN
English
LENGTH
240
Pages
PUBLISHER
CRC Press
SIZE
2.6
MB