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Discounting, LIBOR, CVA and Funding
- Interest Rate and Credit Pricing
part of the Applied Quantitative Finance series
- Binding:
- Paperback
- Pages:
- 227
- Published:
- December 31, 2011
- Edition:
- 12012
- Dimensions:
- 155x235x13 mm.
- Weight:
- 454 g.
Delivery:
1-2 weeks
Expected delivery: January 5, 2025
Description of Discounting, LIBOR, CVA and Funding
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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