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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (in English)
C. Kenyon
(Author)
·
R. Stamm
(Author)
·
Palgrave MacMillan
· Paperback
Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (in English) - Kenyon, C. ; Stamm, R.
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Synopsis "Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (in English)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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