Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance) - Image 1

£51.44

MACMILLAN Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

Name: Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)
Brand: MACMILLAN
Price: 52.64 GBP
Availability: InStock

Accounting

Price History & Forecast

Last 26 days • 26 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 26 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £53 (13 days, 50.0%)

Price range: £51 - £53

Price levels: 3 different prices over 26 days

Description

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.

Key Features

Used Book in Good Condition

Product Specifications

Brand: MACMILLAN
Format: hardcover
ASIN: 1137268514
Category: Books > Subjects > Business, Finance & Law > Accounting
Domain: Amazon UK
Release Date: 06 August 2012
Listed Since: 21 May 2012

Barcode

No barcode data available

MACMILLAN Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Yield Curve Modeling (Finance and Capital Markets Series)

Credit Risk Pricing Models: Theory and Practice (Springer Finance)

Modelling and Forecasting High Frequency Financial Data

MACMILLAN Credit Treasury: A Credit Pricing Guide Book

Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance)

Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications (Academic Press Advanced Finance)

Pricing Export Credit: A Concise Framework with Examples and Implementation Code in R (Management for Professionals)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

Active Fixed Income and Credit Management (Finance and Capital Markets Series)

Modern Credit Risk Management: Theory and Practice

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Credit Correlation: Theory and Practice (Applied Quantitative Finance)

Pricing and Hedging Interest and Credit Risk Sensitive Instruments

The Practice of Lending: A Guide to Credit Analysis and Credit Risk

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Credit: The Complete Guide to Pricing, Hedging and Risk Management

The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)

MACMILLAN Financial Risk Management - Identification and Measurement

Quantitative Methods for Finance

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)