Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives - Image 1

£53.84

World Scientific Publishing Company Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

Name: Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives
Brand: World Scientific Publishing Company
Price: 53.84 GBP
Availability: InStock

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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® fixed income curriculum and allows readers to replicate the examples using a spreadsheet.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9813222743
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Risk Management
Domain: Amazon UK
Release Date: 21 September 2017
Listed Since: 13 April 2017

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World Scientific Publishing Company Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives

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