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Discounting, LIBOR, CVA and Funding

By C. Kenyon

Product Image: Discounting, LIBOR, CVA and Funding

Discounting, LIBOR, CVA and Funding

0 - Used - good
Description
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.
Product details
Edition:
1
Number of Pages:
227
Release Date:
2012-08-06
Publication Date:
2012-08-06
Publisher:
Palgrave MacMillan UK
Languages:
Original: English
ISBN10:
1137268514
ISBN13:
9781137268518
GPSR Manufacturer Reference:
[email protected]
Weight:
556 g
Height:
161 cm
Width:
241 cm
Thickness:
27 cm
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