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Discounting, LIBOR, CVA and Funding - C. Kenyon - Bog

- Interest Rate and Credit Pricing

Bag om 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781137268518
  • Indbinding:
  • Hardback
  • Sideantal:
  • 227
  • Udgivet:
  • 6. august 2012
  • Størrelse:
  • 163x234x21 mm.
  • Vægt:
  • 564 g.
  • 8-11 hverdage.
  • 16. januar 2025
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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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