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Discounting, LIBOR, CVA and funding : interest rate and credit pricing (2012)

Kenyon, Chris [Verfasser] 1963- ; Stamm, Roland [Verfasser]

Basingstoke ; New York : Palgrave Macmillan

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UID:

b3kat_BV047279643

Format: 1 Online-Ressource (xxiv, 227 Seiten) , Diagramme

ISBN: 9781137268525

Note: Includes bibliographical references and index

Additional Edition: Erscheint auch als Druck-Ausgabe, Hardcover ISBN 978-1-137-26851-8

Additional Edition: Erscheint auch als Druck-Ausgabe, Paperback ISBN 978-1-349-44347-5

Language: English

Keywords: Derivat ; Abzinsung ; Kreditrisiko ; Risikomaß

DOI: 10.1057/9781137268525

URL: Volltext (URL des Erstveröffentlichers)

URL: Volltext (Deutschlandweit zugänglich)

URL: Volltext

URL: Volltext (lizenzpflichtig)

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Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing (2012)

Kenyon, Chris. ; Stamm, Roland. ; SpringerLink 〈Online service〉

London :Palgrave Macmillan UK :

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UID:

almahu_9947918234302882

Format: XXIV, 227 p. , online resource.

ISBN: 9781137268525

Series Statement: Applied Quantitative Finance

Content: 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.

In: Springer eBooks

Additional Edition: Printed edition: ISBN 9781349443475

Language: English

DOI: 10.1057/9781137268525

URL: http://dx.doi.org/10.1057/9781137268525

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