Applied Quantitative Finance: Interest Rate and Credit Pricing

Kenyon, C.; Stamm, R.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2012-01-01

Format: Paperback

ISBN-13: 9781349443475

DOI: 10.1057/9781137268525

Dimensions: 235cm x155cm

Pages: 227