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Discounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing by C. Keny
- Item No : 146725434532
- Condition : Brand New
- Brand : No brand Info
- Seller : the_nile
- Current Bid : US $84.23
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* Item Description
- 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. Now both sides of an uncollateralized trade need to consider, and price in, the risk that the other defaults: my CVA is your DVA.
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