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| Chapter title |
Local Discount Curves
|
|---|---|
| Chapter number | 5 |
| Book title |
Discounting, LIBOR, CVA and Funding
|
| Published by |
Palgrave Macmillan, London, January 2012
|
| DOI | 10.1057/9781137268525_5 |
| Book ISBNs |
978-1-349-44347-5, 978-1-137-26852-5
|
| Authors |
Chris Kenyon, Roland Stamm |