Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)
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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance)

by C. Kenyon, R. Stamm

Finance Economics Quantitative Finance
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A technical guide to interest rate and credit pricing, covering discounting, LIBOR, CVA, and funding.

ISBN-13 9781349443475 ASIN 1349443476 Views 80 Publisher Palgrave Macmillan Year 2012 Edition 1st ed. 2012 Format Paperback Product Group Book Pages 251 Adult No Created February 28, 2026 Updated September 30, 2026
About This Book

This book addresses key concepts in interest rate and credit pricing.

It explores discounting methods, LIBOR, CVA, and funding considerations.

The content is aimed at quantitative finance professionals and researchers.

Topics are presented within the framework of applied quantitative finance.

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I will be using this book for: