株式会社極東書店トップ＞商品一覧＞ Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing.

商品詳細

Name: Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing.
Author: Kenyon, Chris / Stamm, R.
ISBN: 978-1-137-26851-8

Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing.

・ISBN 978-1-137-26851-8 hard

お気に入り ★★★

お問い合わせ

著者・編者	Kenyon, Chris / Stamm, R.,
シリーズ	Applied Quantitative Finance
出版社	(Palgrave Macmillan, UK)
出版年月	2012
ページ数	224 pp.
言語	ENG
ニュース番号	＜597-771＞

解説

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.