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Valuation In A World Of Cva Dva And Fva A Tutorial On Debt Securities And Interest Rate Derivatives Donald J Smith

  • SKU: BELL-6775024
Valuation In A World Of Cva Dva And Fva A Tutorial On Debt Securities And Interest Rate Derivatives Donald J Smith
$ 31.00 $ 45.00 (-31%)

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Valuation In A World Of Cva Dva And Fva A Tutorial On Debt Securities And Interest Rate Derivatives Donald J Smith instant download after payment.

Publisher: World Scientific
File Extension: PDF
File size: 5.37 MB
Pages: 200
Author: Donald J. Smith
ISBN: 9789813222748, 9789813224162, 9813222743, 9813224169
Language: English
Year: 2017

Product desciption

Valuation In A World Of Cva Dva And Fva A Tutorial On Debt Securities And Interest Rate Derivatives Donald J Smith by Donald J. Smith 9789813222748, 9789813224162, 9813222743, 9813224169 instant download after payment.

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.

Readership: Undergraduate and graduate students of finance, and CFA candidates.

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