Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Applied Quantitative Finance - C. Kenyon - Books - Palgrave Macmillan - 9781349443475 - 2012
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C. Kenyon
Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Applied Quantitative Finance 1st ed. 2012 edition

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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.

227 pages, XXIV, 227 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released 2012
ISBN13 9781349443475
Publishers Palgrave Macmillan
Pages 227
Dimensions 150 × 220 × 10 mm   ·   358 g
Language English  

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