Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

Name: Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)
Brand: Palgrave Macmillan
Availability: OutOfStock
Rating: 5 (1 reviews)

By C. Kenyon

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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:

251

Release Date:

2012-08-06

Publication Date:

2012-08-06

Publisher:

Palgrave Macmillan

Languages:

Published: English, Original: English

ISBN10:

1137268514

GPSR Manufacturer Reference:

[email protected]

Weight:

567 g

Height:

25.4 cm

Width:

15.2 cm

Thickness:

2.5 cm

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