Discounting, Libor, Cva and Funding Interest Rate and Credit Pricing |
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| Author:
| Kenyon, Chris
Stamm, Roland |
| Series title: | Applied Quantitative Finance Ser. |
| ISBN: | 978-1-137-26851-8 |
| Publication Date: | Aug 2012 |
| Publisher: | Palgrave Macmillan Limited
|
| Imprint: | Palgrave Macmillan |
| Book Format: | Hardback |
| List Price: | USD $69.99 |
Book 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.
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.