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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing - Kenyon, C., and Stamm, R.
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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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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing 2012, Palgrave Macmillan, Basingstoke

ISBN-13: 9781137268518

Hardcover

Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing 2012, Palgrave MacMillan, London

ISBN-13: 9781349443475

2012 edition

Trade paperback