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Discounting, LIBOR, CVA and Funding

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Discounting, LIBOR, CVA and Funding Chris Kenyon
Libristo kod: 01212864
Nakladnici Palgrave Macmillan, kolovoz 2012
Providing the most up-to-date tools and techniques for pricing interest rate and credit products for... Cijeli opis
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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.First book to illustrate multi-curve modeling, covering discounting, Libor, CVA and funding, by featuring the latest tools and techniques to price complex financial products, post-crisis

Informacije o knjizi

Puni naziv Discounting, LIBOR, CVA and Funding
Autor Chris Kenyon, Roland Stamm
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2012
Broj stranica 227
EAN 9781137268518
ISBN 1137268514
Libristo kod 01212864
Nakladnici Palgrave Macmillan
Težina 564
Dimenzije 234 x 163 x 21

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Accounting > Management accounting & bookkeeping
Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Business & Management > Management & management techniques > Management decision making
Economics, Finance, Business & Management > Business & Management > Business strategy
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
Economics, Finance, Business & Management > Business & Management > Operational research
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