Kód: 01212864
Discounting, LIBOR, CVA and Funding
Autor Chris Kenyon, Roland Stamm
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 res ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 227
Nakladateľ: Palgrave Macmillan, 2012
- Viac informácií o knihe
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Viac informácií o knihe Discounting, LIBOR, CVA and Funding
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Anotácia knihy
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.First book to illustrate multi-curve modeling, covering discounting, Libor, CVA and funding, by featuring the latest tools and techniques to price complex financial products, post-crisis
Parametre knihy
Zaradenie knihy Books in English Economics, finance, business & management Finance & accounting Accounting
89.61 €
- Celý názov: Discounting, LIBOR, CVA and Funding
- Podnázov: Interest Rate and Credit Pricing
- Autor: Chris Kenyon, Roland Stamm
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 227
- EAN: 9781137268518
- ISBN: 1137268514
- ID: 01212864
- Nakladateľ: Palgrave Macmillan
- Hmotnosť: 564 g
- Rozmery: 163 × 234 × 21 mm
- Dátum vydania: 06. August 2012
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