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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (2012)
Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (2012)
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ISBN 9781349443475
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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Pub dateJan 1, 2012
ISBN-101349443476
ISBN-139781349443475
LanguageEnglish
Last updated 2026-09-24 19:40
$57.47
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