C. Kenyon

About the Author

C. Kenyon is a distinguished financial mathematician and author renowned for bridging the gap between complex quantitative finance theories and practical applications in modern markets. With a background in risk management and derivative pricing, Kenyon has dedicated his career to demystifying the intricacies of interest rate modeling, credit valuation adjustments (CVA), and funding strategies essential for today's financial institutions. His work draws on extensive experience in both academia and industry, offering readers clear, actionable insights into the evolving landscape of LIBOR transitions and beyond. Through rigorous yet accessible prose, Kenyon empowers professionals and scholars alike to navigate the challenges of interest rate and credit pricing with confidence and precision.