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Engineering BGM

Name: Engineering BGM
Brand: Taylor & Francis Ltd
SKU: 24621810
Price: 36706 HUF
Availability: InStock
Author: Alan Brace
ISBN: 9780367388379

Alan Brace

Language

English

Book Paperback

Libristo code: 24621810

Publishers Taylor & Francis Ltd, September 2019

Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry... Full description

Libristo code: 24621810

246 b

36 706 Ft

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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 ver