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

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

Hardcover

Series: Applied Quantitative Finance

Investing & Finance

ISBN10: 1137268514
ISBN13: 9781137268518
Publisher: Springer Nature
Published: Aug 6 2012
Pages: 227
Weight: 1.25
Height: 0.90 Width: 6.10 Depth: 9.20
Language: English
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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Investing & Finance