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Applied Quantitative Finance- Discounting, LIBOR, CVA and Funding

C. Kenyon

  • Categorie: Economie & FinanciĆ«n
  • EAN: 9781349443475
Interest Rate and Credit Pricing
Inhoud
Taal:en
Bindwijze:Paperback
Oorspronkelijke releasedatum:01 januari 2012
Aantal pagina's:227
Illustraties:Nee
Betrokkenen
Hoofdauteur:C. Kenyon
Tweede Auteur:R. Stamm
Co Auteur:Chris Kenyon
Hoofduitgeverij:Palgrave Macmillan Ltd
Overige kenmerken
Editie:1st ed. 2012
Extra groot lettertype:Nee
Product breedte:155 mm
Product hoogte:27 mm
Product lengte:235 mm
Studieboek:Nee
Verpakking breedte:155 mm
Verpakking hoogte:235 mm
Verpakking lengte:235 mm
Verpakkingsgewicht:454 g


Productbeschrijving

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.