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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance) (Paperback)

Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance) Cover Image
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Description


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.

Product Details
ISBN: 9781349443475
ISBN-10: 1349443476
Publisher: Palgrave MacMillan
Publication Date: January 1st, 2012
Pages: 227
Language: English
Series: Applied Quantitative Finance