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Author
Kenyon, Chris, 1963-
Title
Discounting, LIBOR, CVA and funding : interest rate and credit pricing / Chris Kenyon and Roland Stamm.
Imprint
Houndmills, Basingstoke, Hampshire ; New York, NY : Palgrave Macmillan, 2012.
ISBN
9781137268518
1137268514
OCLC No.
794708880
2012034973
794708880
Description
xxiv, 227 p. : ill. ; 24 cm.
Note
Series statement from book jacket.
Bibliog.
Includes bibliographical references and index.
Author
Kenyon, Chris, 1963-
Series
Applied quantitative finance.
Subject
Interest rates.
Credit.
Discount.
Other Author
Stamm, Roland, 1970-
LOCATION
CALL #
STATUS
Main Stacks
HG1621 .K46 2012
AVAILABLE
