Engineering BGM (Chapman and Hall/CRC Financial Mathematics Series)

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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