Engineering BGM (1) (Chapman and Hall/CRC Financial Mathematics Series)
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- Synopsis
- 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
- Copyright:
- 2008
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 240 Pages
- ISBN-13:
- 9781040195796
- Related ISBNs:
- 9780429092817, 9781584889694, 9780367388379, 9781584889687
- Publisher:
- CRC Press
- Date of Addition:
- 01/29/25
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.