Discounting, Libor, CVA and funding : interest rate and credit pricing
Chris Kenyon and Roland Stamm
| Year of publication: |
2012
|
|---|---|
| Authors: | Kenyon, Chris ; Stamm, Roland |
| Publisher: |
Basingstoke, Hampshire [u.a.] : Palgrave Macmillan |
| Subject: | Diskontierung | Discounting | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Derivat | Derivative | Risikomaß | Risk measure | Derivat <Wertpapier> | Abzinsung |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] |
| Extent: | XXIV, 227 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-137-26851-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009658940