Engineering Bgm

by Alan Brace

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1584889683
• ISBN13: 9781584889687
• Release Date: November 2007
• Publisher: CRC Press
• Length: 236 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.7" x 6.5" x 9.3"