Engineering Bgm - Alan Brace
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Engineering Bgm - Alan Brace
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 Code To Suit Readers' Requirements. After Introducing The Standard Lognormal Flat Bgm Model, The Book Focuses On The Shifteddisplaced Diffusion Version.
- 品牌: Unbranded
- 类别: 商业、 金融与法律
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语言: English
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作者: Alan Brace
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出版日期: 2019-09-19
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页数: 238
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出版社／标签: Taylor & Francis Ltd
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格式: Paperback
- Fruugo ID: 469575280-983528836
- ISBN: 9780367388379
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