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Kenyon, Chris

Discounting, LIBOR, CVA and Funding

Kenyon, Chris - Discounting, LIBOR, CVA and Funding, ebook

69,10€

Ebook, PDF with Adobe DRM
ISBN: 9781137268525
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Table of contents

1. Back to the Basics
Chris Kenyon, Roland Stamm

2. Bootstrapping of Zero Curves
Chris Kenyon, Roland Stamm

3. A Plethora of Credit Spreads
Chris Kenyon, Roland Stamm

4. Introduction to Basis Spreads
Chris Kenyon, Roland Stamm

5. Local Discount Curves
Chris Kenyon, Roland Stamm

6. Global Discount Curve
Chris Kenyon, Roland Stamm

7. Non-Linear Products
Chris Kenyon, Roland Stamm

8. CVA: Instrument Level
Chris Kenyon, Roland Stamm

9. CVA: Firm Level
Chris Kenyon, Roland Stamm

10. Basel III
Chris Kenyon, Roland Stamm

11. Backtesting
Chris Kenyon, Roland Stamm

Keywords: Business and Management, Business Finance, Operation Research/Decision Theory, Accounting/Auditing, Finance, general, Business Mathematics, Financial Engineering

Author(s)
 
Publisher
Springer
Publication year
2012
Language
en
Edition
1
Series
Applied Quantitative Finance
Page amount
251 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781137268525
Printed ISBN
978-1-349-44347-5

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