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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Applied Quantitative Finance C. Kenyon
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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Applied Quantitative Finance
C. Kenyon
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 6 de agosto de 2012 |
| ISBN13 | 9781137268518 |
| Editores | Palgrave Macmillan |
| Páginas | 227 |
| Dimensiones | 234 × 163 × 21 mm · 566 g |
| Lengua | Inglés |
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