Valuation in a World of Cva, Dva, and Fva
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Book Overview CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks si...
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(R) fixed income curriculum and allows readers to replicate the examples using a spreadsheet.
Book Details Format: Paperback | Pages: 207 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9813224169
FormatPaperback
Pages207
LanguageEnglish
ISBN9813224169
EAN9789813224162
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
Edition1
AccessoriesNo Accessory
ConditionNew
Product TypeQUALITY PAPERBACK BOOKS
Weight0.95 Pounds
Length8.9 Inches
Width6.0 Inches
Height0.6 Inches
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