Discounting, LIBOR, CVA and Funding Interest Rate and Credit Pricing
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 finan...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan
2012.
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| Colección: | Applied Quantitative Finance.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b36155986*spi |
| Sumario: | 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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| Descripción Física: | XXIV, 227 p. |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9781137268525 |
