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
| ISBN: | 9781584889694 |
| Publication date: | 1st November 2007 |
| Author: | Brace, Alan |
| Publisher: | CRC Press |
| Format: | Ebook |
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
Paperback, Hardback, Ebook. £63.99. Not Available.
Engineering BGM was written by Brace, Alan and published by CRC Press
£63.99. Not Available.