Discounting, Libor, Cva and Funding

By Chris Kenyon, Roland Stamm, R. Stamm

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.

• Format: Hardcover
• Language: English
• ISBN: 1137268514
• ISBN13: 9781137268518
• Release Date: August 2012
• Publisher: Palgrave MacMillan
• Length: 227 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"