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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing by Kenyon

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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing by Kenyon

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Book Title: Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pri

Publication Date: 2012-08-06

Item Length: 11in

Item Height: 0.7in

Item Width: 6.3in

Author: Chris Kenyon, Roland Stamm

Publication Name: Discounting, Libor, Cva and Funding : Interest Rate and Credit Pricing

Format: Hardcover

Language: English

Publisher: Palgrave Macmillan The Limited

Publication Year: 2012

Series: Applied Quantitative Finance Ser.

Type: Textbook

Item Weight: 18 Oz

Number of Pages: Xxiv, 227 Pages

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