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Discounting, LIBOR, CVA and Funding

- Interest Rate and Credit Pricing

af C. Kenyon, R. Stamm

indgår i Applied Quantitative Finance serien

Discounting, LIBOR, CVA and Funding af C. Kenyon
Bag om Discounting, LIBOR, CVA and Funding

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781349443475
  • Indbinding:
  • Paperback
  • Sideantal:
  • 227
  • Udgivet:
  • 1. januar 2012
  • Udgave:
  • 12012
  • Størrelse:
  • 155x235x13 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 23. november 2024

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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.

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