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 ...
Read More
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.
Read Less
Add this copy of Valuation in a World of Cva, Dva, and Fva: a Tutorial to cart. $112.26, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2017 by World Scientific Publishing Company.
Add this copy of Valuation in a World of Cva, Dva, and Fva: A Tutorial to cart. $95.97, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2017 by World Scientific Publishing Company.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 228 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Valuation in a World of Cva, Dva, and Fva: A Tutorial to cart. $101.06, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2017 by World Scientific Publishing Company.
Add this copy of Valuation in a World of Cva, Dva, and Fva a Tutorial on to cart. $77.89, new condition, Sold by discount_scientific_books rated 4.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Valuation in a World of Cva, Dva, and Fva a Tutorial on to cart. $80.47, new condition, Sold by discount_scientific_books rated 4.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Valuation in a World of Cva, Dva, and Fva: a Tutorial to cart. $104.69, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2017 by World Scientific Publishing Company.
Add this copy of Valuation in a World of Cva, Dva, and Fva: A Tutorial to cart. $104.92, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2017 by World Scientific Publishing Company.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 228 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
