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Engineering BGM

Name: Engineering BGM
Brand: Taylor & Francis Ltd
SKU: 24621810
Price: 94.7 EUR
Availability: InStock
Author: Alan Brace
ISBN: 9780367388379

Alan Brace

Jezik

Engleski

Knjiga Meki uvez

Libristo kod: 24621810

Nakladnici Taylor & Francis Ltd, rujan 2019

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

Libristo kod: 24621810

230 b

94.70 €

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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