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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing Applied Quantitative Finance | 2012 Edition

Authors: Kenyon, C.,Stamm, R.

ISBN:1137268514
ISBN-13: 9781137268518

List Price: $69.99 (up to 88% savings)

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Details about Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing Applied Quantitative 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.

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