Engineering BGM Engineering BGM
Chapman and Hall/CRC Financial Mathematics Series

Engineering BGM

Alan Brace
    • $89.99
    • $89.99

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
November 1
LANGUAGE
EN
English
LENGTH
240
Pages
PUBLISHER
CRC Press
SELLER
Taylor & Francis Group
SIZE
2.6
MB

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