Discounting, LIBOR, CVA and Funding

Interest Rate and Credit Pricing

Business & Finance, Management & Leadership, Operations Research, Finance & Investing, Corporate Finance
Cover of the book Discounting, LIBOR, CVA and Funding by C. Kenyon, R. Stamm, Palgrave Macmillan UK
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Author: C. Kenyon, R. Stamm ISBN: 9781137268525
Publisher: Palgrave Macmillan UK Publication: August 6, 2012
Imprint: Palgrave Macmillan Language: English
Author: C. Kenyon, R. Stamm
ISBN: 9781137268525
Publisher: Palgrave Macmillan UK
Publication: August 6, 2012
Imprint: Palgrave Macmillan
Language: 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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