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Discounting, LIBOR, CVA and Funding

Interest Rate and Credit Pricing

Language EnglishEnglish
Book Hardback
Book Discounting, LIBOR, CVA and Funding Chris Kenyon
Libristo code: 01212864
Publishers Palgrave Macmillan, August 2012
Providing the most up-to-date tools and techniques for pricing interest rate and credit products for... Full description
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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.First book to illustrate multi-curve modeling, covering discounting, Libor, CVA and funding, by featuring the latest tools and techniques to price complex financial products, post-crisis

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About the book

Full name Discounting, LIBOR, CVA and Funding
Author Chris Kenyon, Roland Stamm
Language English
Binding Book - Hardback
Date of issue 2012
Number of pages 227
EAN 9781137268518
ISBN 1137268514
Libristo code 01212864
Publishers Palgrave Macmillan
Weight 564
Dimensions 234 x 163 x 21

Categories

Economics, Finance, Business & Management > Finance & accounting > Accounting > Management accounting & bookkeeping
Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Business & Management > Management & management techniques > Management decision making
Economics, Finance, Business & Management > Business & Management > Business strategy
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Economics, Finance, Business & Management > Business & Management > Operational research
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