Discounting, LIBOR, CVA and Funding (Heftet)

Interest Rate and Credit Pricing

Serie: Applied Quantitative Finance 



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Forfatter: og
Innbinding: Heftet
Utgivelsesår: 2012
Antall sider: 227
Forlag: Palgrave Macmillan
Språk: Engelsk
ISBN/EAN: 9781349443475
Omtale 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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