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Engineering BGM

Name: Engineering BGM
Brand: Chapman and Hall/CRC
SKU: 47537256
Price: 86.74 EUR
Availability: InStock
Author: Alan Brace
ISBN: 9781040195796

Alan Brace

Jezik

Angleščina

E-knjiga Adobe ePub DRM

Založba Chapman and Hall/CRC, november 2007

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

Koda Libristo: 47537256

209 b

86.74 €

Na zalogi Prenesi zdaj

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