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Engineering BGM
Language
English
English
Book
Paperback
Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry...
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Libristo code: 24621810
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230 b
230 b
95.09
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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
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About the book
Full name
Engineering BGM
Author
Alan Brace
Language
English
English
Binding
Book - Paperback
Date of issue
2019
Number of pages
240
EAN
9780367388379
ISBN
0367388375
Libristo code
24621810
Publishers
Taylor & Francis Ltd
Weight
440
Dimensions
156 x 234 x 15
Categories
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