Download Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives Book

Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives PDF
By:Smith Donald J
Published on 2017-07-20 by #N/A

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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.

This Book was ranked at 3 by Google Books for keyword Valuation.

Book ID of Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives's Books is pocvDwAAQBAJ, Book which was written bySmith Donald Jhave ETAG "E6apQcVlv7I"

Book which was published by #N/A since 2017-07-20 have ISBNs, ISBN 13 Code is 9789813222762 and ISBN 10 Code is 981322276X

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Book which have "228 Pages" is Printed at BOOK under CategoryBusiness and Economics

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How to Download Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

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