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Discounting, LIBOR, CVA and Funding - Interest Rate and Credit Pricing (Hardcover) Loot Price: R1,901

Discovery Miles 19 010

Repayment Terms: R178 pm x 12*

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Discounting, LIBOR, CVA and Funding - Interest Rate and Credit Pricing (Hardcover): C. Kenyon, R. Stamm

Discounting, LIBOR, CVA and Funding - Interest Rate and Credit Pricing (Hardcover)

C. Kenyon, R. Stamm

Series: Applied Quantitative Finance

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Loot Price R1,901 Discovery Miles 19 010 | Repayment Terms: R178 pm x 12*

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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. This book will be required reading for quantitative practitioners who need to keep up-to-date with the latest developments in derivatives pricing, and will also be of interest to academic researchers and students interested in how instruments are priced in practice.

General

Imprint:	Palgrave Macmillan
Country of origin:	United Kingdom
Series:	Applied Quantitative Finance
Release date:	September 2012
First published:	2012
Authors:	C. Kenyon • R. Stamm
Dimensions:	229 x 152 x 21mm (L x W x T)
Format:	Hardcover
Pages:	227
ISBN-13:	978-1-137-26851-8
Categories:	Books > Business & Economics > Business & management > Business strategy Books > Business & Economics > Finance & accounting > Accounting > General Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General Promotions
LSN:	1-137-26851-4
Barcode:	9781137268518