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 ...
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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.
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Add this copy of Valuation in a World of Cva, Dva, and Fva: A Tutorial to cart. $54.09, 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 to cart. $41.40, very good condition, Sold by Suffolk Books rated 4.0 out of 5 stars, ships from center moriches, NY, 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. $79.61, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2017 by WSPC.
Add this copy of Valuation in a World of Cva, Dva, and Fva: a Tutorial to cart. $120.48, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2017 by WSPC.
