Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Applied Quantitative Finance - C. Kenyon - Books - Palgrave Macmillan - 9781137268518 - August 6, 2012
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C. Kenyon
Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Applied Quantitative Finance

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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.

256 pages, 40 figures, 20 black & white tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 6, 2012
ISBN13 9781137268518
Publishers Palgrave Macmillan
Pages 227
Dimensions 234 × 163 × 21 mm   ·   566 g

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