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

Bibliographic Details

Main Author:	Kenyon, Chris, 1963-
Corporate Author:	ebrary, Inc
Other Authors:	Stamm, Roland, 1970-
Format:	eBook
Language:	English
Published:	Basingstoke ; NewYork : Palgrave Macmillan, 2012.
Series:	Applied quantitative finance.
Subjects:	Interest rates. Credit. Discount. Electronic books.
Online Access:	Connect to the full text of this electronic book