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

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 finan...

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Main Authors: Kenyon, C. (Author, http://id.loc.gov/vocabulary/relators/aut), Stamm, R. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2012.
Edition:1st ed. 2012.
Series:Applied Quantitative Finance
Subjects:
Business enterprises—Finance.
Operations research.
Decision making.
Accounting.
Bookkeeping .
Finance.
Business mathematics.
Financial engineering.
Business Finance.
Operations Research/Decision Theory.
Accounting/Auditing.
Finance, general.
Business Mathematics.
Financial Engineering.
Online Access:https://doi.org/10.1057/9781137268525

Internet

https://doi.org/10.1057/9781137268525

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