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Discounting, LIBOR, CVA and Funding - Interest Rate and Credit Pricing (Hardcover)
Loot Price: R1,887
Discovery Miles 18 870
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Discounting, LIBOR, CVA and Funding - Interest Rate and Credit Pricing (Hardcover)
Series: Applied Quantitative Finance
Expected to ship within 10 - 15 working days
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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.
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