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

1st ed. 2012

Book Details

Format Paperback / Softback
ISBN-10 1349443476
ISBN-13 9781349443475
Edition 1st ed. 2012
Publisher Palgrave Macmillan
Imprint Palgrave Macmillan
Country of Manufacture GB
Country of Publication GB
Publication Date Jan 1st, 2012
Print length 227 Pages
Ksh 8,100.00
Werezi Extended Catalogue 0 in stock

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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.
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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