Discounting, LIBOR, CVA and funding : interest rate and credit pricing

Author：Chris Kenyon and Roland Stamm.
Publisher：Palgrave Macmillan
ISBN：9781137268525 (electronic bk.) ; 1137268522 (electronic bk.)
Publication Date：2012
其他作者：Kenyon, Chris, ; Stamm, Roland
語言：zh
出版地：Houndmills, Basingstoke, Hampshire ; New York, NY :
Description
1 online resource (xxiv, 227 p.) ::ill.
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