Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing 2012th Edition

Ebook Details


C. Kenyon, R. Stamm

Year 2012
Pages 227
Publisher Palgrave Macmillan
Language en
ISBN 9781137268518
File Size 1.18 MB
File Format PDF
Download Counter 157
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Ebook 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.