Kniha Engineering BGM Alan Brace

Engineering BGM

Autor: Alan Brace
Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
Odesíláme za 9-15 dnů
2 130
Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2019
Stránek
240
EAN
9780367388379
ISBN
0367388375
Enbook ID
24621810
Hmotnost
440
Rozměry
156 x 234 x 15

Kompletní popis

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 ver

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