Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing

Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Paperback

Palgrave Macmillan
SKU:
9781349443475
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ISBN13:
9781349443475
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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.


  • | Author: C. Kenyon
  • | Publisher: Palgrave MacMillan
  • | Publication Date: Jan 01, 2012
  • | Number of Pages: 227 pages
  • | Binding: Paperback or Softback
  • | ISBN-10: 1349443476
  • | ISBN-13: 9781349443475
Additional Information
Author:
C. Kenyon
Publisher:
Palgrave MacMillan
Publication Date:
Jan 01, 2012
Number of pages:
227 pages
Binding:
Paperback or Softback
ISBN-10:
1349443476
ISBN-13:
9781349443475
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