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

C. Kenyon, R. Stamm




[PDF.mf56] Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

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 | #1500422 in eBooks |  2012-08-06 |  2012-08-06 | File type: PDF

||0 of 6 people found the following review helpful.| Five Stars|By FERNANDO RIVERA|Spot on reference!!!| ||'The ongoing economic situation is pushing researchers to re-discuss and update the fundamentals of financial modeling. Writing an encyclopaedic book on financial modeling for exotics based on the risk free rate, a unique discount curve, no credit risk and no

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.



You can specify the type of files you want, for your gadget.Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)   |  C. Kenyon, R. Stamm. A good, fresh read, highly recommended.

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