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Discounting, LIBOR, CVA and Funding - Interest Rate and Credit Pricing (Paperback, 1st ed. 2012)
Loot Price: R1,506
Discovery Miles 15 060
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Discounting, LIBOR, CVA and Funding - Interest Rate and Credit Pricing (Paperback, 1st ed. 2012)
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.
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