Discounting, LIBOR, CVA and Funding Interest Rate and Credit Pricing | EKB DL

Home BookDiscounting, LIBOR, CVA and Funding Interest Rate and Credit Pricing

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

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

Description

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.

Keywords

Business & EconomicsCorporate FinanceOperations ResearchAccountingManagerialFinanceBusiness MathematicsFinancial Engineering

2012Book

Author(s)Roland Stamm

PublisherPalgrave Macmillan UK

ISBN9781137268518

LanguageEnglish

SpringerLink Book

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