Discounting, LIBOR, CVA and Funding Interest Rate and Credit Pricing - Applied Quantitative Finance

C. Kenyon, R. Stamm

1st Edition 2012

Paperback (01 Jan 2012)

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Publisher's Synopsis

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.

About the Publisher

Palgrave Macmillan

From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.

Book information

ISBN:	9781349443475
Publisher:	Palgrave Macmillan UK
Imprint:	Palgrave Macmillan
Pub date:	01 Jan 2012
Edition:	1st Edition 2012
Language:	English
Number of pages:	227
Weight:	454g
Height:	235mm
Width:	155mm
Spine width:	13mm