Engineering BGM

Engineering BGM

Tekijä: Alan Brace
Kustantaja: CRC Press
Painos: 1
Julkaisuvuosi: 2007
ISBN: 9780367388379

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Maksa Klarnalla
14 päivän palautusoikeus
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

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