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Discounting, LIBOR, CVA and Funding

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Attention for Chapter 4: Introduction to Basis Spreads
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Chapter title
Introduction to Basis Spreads
Chapter number 4
Book title
Discounting, LIBOR, CVA and Funding
Published by
Palgrave Macmillan, London, January 2012
DOI 10.1057/9781137268525_4
Book ISBNs
978-1-349-44347-5, 978-1-137-26852-5
Authors

Chris Kenyon, Roland Stamm

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