Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)
Book Details
Author(s)
C. Kenyon, R. Stamm
Publisher
Palgrave Macmillan
ISBN / ASIN
1137268514
ISBN-13
9781137268518
Availability
Usually ships in 24 hours
Sales Rank
#1,888,000
Category
Business & Economics
Marketplace
United States 🇺🇸
Description
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.
