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Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives


Free Shipping Included! Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives by World Scientific Publishing Company at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the


Product 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.

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

Additional Information

Manufacturer:World Scientific Publishing Company
Publisher:World Scientific Publishing Company
Studio:World Scientific Publishing Company
EAN:9789813222748
Item Size:0.7 x 9.1 x 9.1 inches
Package Weight:1.1 pounds
Package Size:6.1 x 0.79 x 0.79 inches

Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives by World Scientific Publishing Company

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Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives

Brand: World Scientific Publishing Company
4.6 out of 5 stars with 23 reviews
Condition: New
Lead Time: 1 - 2 Business Days
Availability: In Stock
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