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Discounting, LIBOR, CVA and Funding

Interest Rate and Credit Pricing

Paperback Engels 2012 9781349443475
€ 61,99
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Samenvatting

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.

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Managementboek Top 100

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          Discounting, LIBOR, CVA and Funding