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| Definition | : | Brace Gatarek Musiela |
| Category | : | Business » Finance |
| Country/ Region |
: | Worldwide
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| Popularity | : |
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Brace Gatarek Musiela (BGM) Model, also known as LIBOR market model, is a financial model of interest rates. It is named after the authors of one of the first papers where it was introduced.
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The full form of BGM is Brace Gatarek Musiela
Brace Gatarek Musiela | Bell Globemedia