Discounting, LIBOR, CVA and Funding
Interest Rate and Credit Pricing
C. Kenyon
ISBN: 9781137268518
Vydavateľstvo: Palgrave Macmillan
Rok vydania: 2012
Väzba: Hardback
Počet strán: 256
Pôvodná cena: 70,94 €
Výstavná cena:
63,85 €(t.j. po zľave 10%)
(Cena je uvedená vrátane 10% DPH)
Katalógová cena: 59.99 EUR
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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.