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

Released on by Donald J Smith
preview-18

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

  • Author : Donald J Smith
  • Release Date : 2017-07-20
  • Publisher : #N/A
  • Genre : Business & Economics
  • Pages : 226
  • ISBN 13 : 981322276X
  • File Size : 95,95 MB
DOWNLOAD BOOK

Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives by Donald J Smith PDF Summary

Book 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.

Disclaimer: www.yourbookbest.com does not own Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Valuation in a World of Cva and Dva

Valuation in a World of Cva and Dva

File Size : 43,43 MB
Total View : 4526 Views
DOWNLOAD

Credit risk models invariably are mathematical, and can be dauntingly so. Nevertheless, an understanding of the impact of credit risk on the valuation of debt s

Understanding CVA, DVA, and FVA

Understanding CVA, DVA, and FVA

File Size : 80,80 MB
Total View : 363 Views
DOWNLOAD

Financial statements of major money-center commercial banks increasingly include reference to a credit valuation adjustment (CVA), debit (or debt) valuation adj

Fixed Income Analysis

Fixed Income Analysis

File Size : 33,33 MB
Total View : 1130 Views
DOWNLOAD

The essential guide to fixed-income portfolio management, from experts working with CFA Institute Fixed Income Analysis, 5th Edition delivers an authoritative o