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Valuation in a World of Cva, Dva, and Fva: A Tutorial on Debt Securities and Interest Rate Derivatives, Paperback/Donald J. Smith - World Scientific Publishing Company


Valuation in a World of Cva, Dva, and Fva: A Tutorial on Debt Securities and Interest Rate Derivatives, Paperback/Donald J. Smith
345.99 Lei

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(19-05-2024)
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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.
The book, which is essentially a tutorial, demon.
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.
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


Uneori, aceste descrieri pot contine inadvertente. De asemenea, imaginea este informativa si poate contine accesorii neincluse in pachetele standard.
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