Discounting, LIBOR, CVA and Funding
Author | : C. Kenyon |
Publisher | : Springer |
Total Pages | : 280 |
Release | : 2012-08-06 |
ISBN-10 | : 9781137268525 |
ISBN-13 | : 1137268522 |
Rating | : 4/5 (25 Downloads) |
Book Synopsis Discounting, LIBOR, CVA and Funding by : C. Kenyon
Download or read book Discounting, LIBOR, CVA and Funding written by C. Kenyon and published by Springer. This book was released on 2012-08-06 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.