Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

Amazon.com Price: $51.99 (as of 11/10/2019 06:33 PST- Details)

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Providing probably the most up-to-date equipment and strategies for pricing rate of interest and credit merchandise for the brand new monetary international, this book discusses pricing and hedging, funding and regulation, and interpretation, as an very important useful resource for quantitatively minded practitioners and researchers in finance.

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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

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