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Engineering BGM eBook

Name: Engineering BGM eBook
Brand: eBooks
SKU: 9781584889694
Price: 20.00
Availability: InStock

Original price was: $59.95.Current price is: $20.00.

By: Alan Brace
Publisher: Chapman & Hall
Print ISBN: 9780429092817, 0429092814
eText ISBN: 9781584889694, 1584889691
Edition: 1st

eText ISBN: 9781584889694 SKU: 9781584889694 Category: Trending Tags: mathematics, Probability & Statistics Print ISBN: 9780429092817

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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 versions of the BGM model, offering a range of methods that can be programmed into production cod