Buch, Englisch, 227 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 388 g
Reihe: Applied Quantitative Finance
Interest Rate and Credit Pricing
Buch, Englisch, 227 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 388 g
Reihe: Applied Quantitative Finance
ISBN: 978-1-349-44347-5
Verlag: Palgrave Macmillan UK
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.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Preface Acknowledgements Back to the Basics Bootstrapping of Zero Curves Introduction to Credit Spreads A Plethora of Credit Spreads Introduction to Basis Spreads Local Discount Curves Global Discount Curve Non-Linear Products CVA: Instrument Level CVA: Firm Level Basel III Backtesting Bibliography