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Discounting, LIBOR, CVA and Funding

Discounting, LIBOR, CVA and Funding

C. Kenyon

Format: Print Book

ISBN: 9781349443475

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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.

Publication Year: 2012
Imprint: Palgrave Macmillan UK
Format: P
Weight (Gram): 391





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