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portada Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing
Type
Physical Book
Author
Publisher
Language
English
Pages
227
Format
Paperback
Dimensions
23.4 x 15.6 x 1.3 cm
Weight
0.36 kg.
ISBN13
9781349443475
Categories

Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing

C. Kenyon (Author) · R. Stamm (Author) · Palgrave MacMillan · Paperback

Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Kenyon, C. ; Stamm, R.

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Synopsis "Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing"

Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in finance.

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