دانلود کتاب 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
Availability: InStock
Author: Donald J. Smith
ISBN: 9813222743,9813224169,9789813222748,9789813224162

by Donald J. Smith

عنوان فارسی: ارزش گذاری در جهان CVA، DVA، و FVA: آموزش در مورد اوراق بهادار و دارایی های بهره
ناشر: World Scientific
سال: 2017
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 200-226
شابک: 9813222743,9813224169,9789813222748,9789813224162
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 5.37 مگابایت

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جزییات کتاب

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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