Description: Further DetailsTitle: Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate DerivativesCondition: NewEAN: 9789813222748ISBN: 9789813222748Publisher: World Scientific Publishing Co Pte LtdFormat: HardbackRelease Date: 09/11/2017Description: 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® fixed income curriculum and allows readers to replicate the examples using a spreadsheet.Language: EnglishCountry/Region of Manufacture: SGAuthor: Donald J SmithGenre: Business & FinanceRelease Year: 2017 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Publication Name: Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Se
Title: Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Se
EAN: 9789813222748
ISBN: 9789813222748
Release Date: 09/11/2017
Release Year: 2017
Country/Region of Manufacture: SG
Publisher: World Industries Scientific Publishing Co Pte LTD
Publication Year: 2017
Topic: Investments & Securities / Bonds, Investments & Securities / Derivatives, Banks & Banking
Book Title: Valuation in a World of CVA, DVA, and FVA : A Tutorial on Debt Securities and Interest Rate Derivatives
Number of Pages: Xviii, 207 Pages
Language: English
Genre: Business & Economics
Author: Donald J. Smith
Format: Hardcover
