All Categories /
Business & Money /
Economics

VALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES

(11)
VALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES image
ISBN-10:

9813222743

ISBN-13:

9789813222748

Author(s): Smith, Donald J.
Released: Sep 11, 2017
Publisher: World Scientific Publishing Company
Format: Hardcover, 228 pages
Find in Library

Description:

CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisis. This book aims to bridge the gap between the highly complex and mathematical models used by these banks to adjust the value of debt securities and interest rate derivatives, and the end users of the valuations, for example, accountants, auditors, and analysts. The book, which is essentially a tutorial, demonstrates the types of models that are used using binomial trees that are featured in the CFA(R) fixed income curriculum and allows readers to replicate the examples using a spreadsheet.

Best prices to buy, sell, or rent ISBN 9789813222748

‌
‌
‌

Related Books

  • 1
  • 2
Valuation in a World of CVA and DVA: A Tutorial on Debt Securities and Interest Rate Derivatives image
Valuation in a World of CVA and DVA: A Tutorial on Debt Securities and Interest Rate Derivatives
Smith, Donald J.
Edition:1
ISBN-13:9781515096566
Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives image
Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives
Smith, Donald J.
ISBN-13:9789813224162

Frequently Asked Questions about VALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES

You can buy the VALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES book at one of 20+ online bookstores with BookScouter, the website that helps find the best deal across the web. Currently, the best offer comes from ‌ and is $‌ for the ‌.

The price for the book starts from $81.16 on Amazon and is available from 14 sellers at the moment.

If you’re interested in selling back the VALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES book, you can always look up BookScouter for the best deal. BookScouter checks 30+ buyback vendors with a single search and gives you actual information on buyback pricing instantly.

As for the VALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES book, the best buyback offer comes from ‌ and is $‌ for the book in good condition.‌

‌‌‌‌‌‌‌‌‌‌

Not enough insights yet.

Not enough insights yet.