Filter By
Books (3)
- Book
- Qty in Cart
- Quantity
- Price
- Subtotal
-
Engineering BGM Alan Brace 9780367388379
RRP: £67.99Booksplease Price: £62.64Also 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... -
The LIBOR Market Model in Practice Dariusz Gatarek (Glencore UK Ltd., London, UK) 9780470014431
RRP: £84.99Booksplease Price: £75.49The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial... -
Quantitative Finance: An Object-Oriented Approach in C++ Erik Schlogl (University of Technology, Sydney, New South Wales, Australia) 9781584884798
RRP: £94.99Booksplease Price: £90.98Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible,...