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Discounting, LIBOR, CVA and Funding

- Interest Rate and Credit Pricing

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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  • Språk:
  • Engelska
  • ISBN:
  • 9781349443475
  • Format:
  • Häftad
  • Sidor:
  • 227
  • Utgiven:
  • 1 Januari 2012
  • Utgåva:
  • 12012
  • Mått:
  • 155x235x13 mm.
  • Vikt:
  • 454 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 11 Juni 2024

Beskrivning av 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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