Beschreibung Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance). 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.
Discounting, LIBOR, CVA and Funding: Interest Rate and ~ Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance) / Kenyon, C., Stamm, R. / ISBN: 9781137268518 / Kostenloser .
Discounting, LIBOR, CVA and Funding - Interest Rate and ~ Discounting, LIBOR, CVA and Funding Interest Rate and Credit Pricing. Authors: Kenyon, C., Stamm, R . 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 .
Discounting, LIBOR, CVA and Funding: Interest Rate and ~ : Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance) (9781137268518): Kenyon, C., Stamm, R.: Books
Discounting Libor Cva And Funding Interest Rate And Credit ~ discounting libor cva and funding interest rate and credit pricing applied quantitative finance Sep 08, 2020 Posted By Mickey Spillane Public Library TEXT ID 895d7e9c Online PDF Ebook Epub Library explains details of basel iii that are important for pricing especially around the cva var and default exposure capital chargesthis book will be required reading for
Discounting, LIBOR, CVA and Funding: Interest Rate and ~ Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance) - Kindle edition by Kenyon, C., Stamm, R.. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance).
Discounting, LIBOR, CVA and Funding: Interest Rate and ~ Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing is the first book to illustrate new ways of pricing interest rate and credit products in the post-crisis markets. Written by two seasoned practitioners, it will enable the readers to understand the many different versions of credit and basis spreads, and to build the appropriate discount curves that take these spreads into account so that collateralized derivatives will be priced correctly. The authors guide the reader .
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Discounting LIBOR CVA and Funding: Interest Rate and ~ Discounting LIBOR CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)
Discounting, LIBOR, CVA and Funding / SpringerLink ~ Discounting, LIBOR, CVA and Funding Interest Rate and Credit Pricing. Authors; Chris Kenyon; Roland Stamm; Book. 30 Citations; 1 Mentions; 3.7k Downloads; Part of the Applied Quantitative Finance book series (AQF) Log in to check access . Buy eBook. USD 39.99 Instant download; Readable on all devices; Own it forever; Local sales tax included if applicable; Buy Physical Book Learn about .
Favorit Book Discounting, Libor, CVA and Funding: Interest ~ 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.