Isbn: 9781137268518 - discounting, libor, cva and funding: interest rate and credit pricing (applied quantitative finance) (21 resultados)

hardcover. Condición: Very Good.

Hardcover. Condición: Very Good. Estado de la sobrecubierta: Very Good. The dust jacket has minor wear. 227 pages. Books listed here are not stored at the shop. Please contact us if you want to pick up a book from Newtown. Size: Size F: 9"-10" Tall (228-254mm).

Condición: New.

Hardback or Cased Book. Condición: New. Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing. Book.

Condición: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.…

Condición: As New. Unread book in perfect condition.

Paperback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condición: New. In.

Condición: New.

Condición: New. 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. Series: Applied Quantitative Finance. Num Pages: 251 pages, biography. BIC Classification: KFC; KFF; KJC. Category: (P) Professional & Vocational. Dimension: 163 x 234 x 21. Weight in Grams: 564. . 2012. 2012th Edition. hardcover. . . . .…

Condición: As New. Unread book in perfect condition.

Condición: New. pp. 256.

Gebunden. Condición: New.

Hardcover. Condición: Brand New. 224 pages. 9.21x1.02x6.06 inches. In Stock.

Condición: New. 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. Series: Applied Quantitative Finance. Num Pages: 251 pages, biography. BIC Classification: KFC; KFF; KJC. Category: (P) Professional & Vocational. Dimension: 163 x 234 x 21. Weight in Grams: 564. . 2012. 2012th Edition. hardcover. . . . . Books ship from the US and Ireland.…

Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. In market practice this is most directly visible from significant bases throughout the interest rate world, especially tenor bases, cross-currency bases, and bond-CDS bases. This means that the curve used for discounting is no longer the curve used for LIBOR (aka Fixing Curve or Forwarding Curve). In the last two years a consensus has emerged that this multi-curve pricing is now standard.The crises have also altered the perception of banks and governments - they are no longer regarded as zero-risk counterparties. Now both sides of an uncollateralized trade need to consider, and price in, the risk that the other defaults: my CVA is your DVA. Even collateralization does not remove pricing problems: when you post collateral how much do you have to pay for it This FVA is not symmetric in many ways: whatever it costs you to source it, your counterparty will only pay you OIS. Even worse is that your funding costs are unlikely to be the same as those of all your counterparties.Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing is the first book to illustrate new ways of pricing interest rate and credit products in the post-crisis markets. Written by two seasoned practitioners, it will enable the readers to understand the many different versions of credit and basis spreads, and to build the appropriate discount curves that take these spreads into account so that collateralized derivatives will be priced correctly. The authors guide the reader through the complexity added by OIS discounting and multi-curve pricing as well as CVA, DVA and FVA. Derivatives do not exist in a vacuum. Regulators worldwide have reacted strongly to the crises with the introduction of Basel III. Hitherto quants could ignore capital costs and charges, but as of January 2013 this world is gone. Discounting, LIBOR, CVA and Funding explains details of Basel III that are important for pricing, especially around the CVA VaR and default exposure capital charges.This book will be required reading for quantitative practitioners who need to keep up-to-date with the latest developments in derivatives pricing, and will also be of interest to academic researchers and students interested in how instruments are priced in practice. 227 pp. Englisch.…

Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Condición: New. Print on Demand pp. 256 40 Figures.

Condición: New. PRINT ON DEMAND pp. 256.

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. In market practice this is most directly visible from significant bases throughout the interest rate world, especially tenor bases, cross-currency bases, and bond-CDS bases. This means that the curve used for discounting is no longer the curve used for LIBOR (aka Fixing Curve or Forwarding Curve). In the last two years a consensus has emerged that this multi-curve pricing is now standard.The crises have also altered the perception of banks and governments - they are no longer regarded as zero-risk counterparties. Now both sides of an uncollateralized trade need to consider, and price in, the risk that the other defaults: my CVA is your DVA. Even collateralization does not remove pricing problems: when you post collateral how much do you have to pay for it This FVA is not symmetric in many ways: whatever it costs you to source it, your counterparty will only pay you OIS. Even worse is that your funding costs are unlikely to be the same as those of all your counterparties.Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing is the first book to illustrate new ways of pricing interest rate and credit products in the post-crisis markets. Written by two seasoned practitioners, it will enable the readers to understand the many different versions of credit and basis spreads, and to build the appropriate discount curves that take these spreads into account so that collateralized derivatives will be priced correctly. The authors guide the reader through the complexity added by OIS discounting and multi-curve pricing as well as CVA, DVA and FVA. Derivatives do not exist in a vacuum. Regulators worldwide have reacted strongly to the crises with the introduction of Basel III. Hitherto quants could ignore capital costs and charges, but as of January 2013 this world is gone. Discounting, LIBOR, CVA and Funding explains details of Basel III that are important for pricing, especially around the CVA VaR and default exposure capital charges.This book will be required reading for quantitative practitioners who need to keep up-to-date with the latest developments in derivatives pricing, and will also be of interest to academic researchers and students interested in how instruments are priced in practice.…