
Engineering BGM (Chapman and Hall/CRC Financial Mathematics Series)
by Alan Brace- List Price: $120.00
- ISBN-10: 1584889683
- ISBN-13: 9781584889687
- Edition: 1st
- Type: Hardcover
- Publisher: Chapman and Hall/CRC
About The Book
Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives.... Read more
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