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VALUATION IN A WORLD OF CVA, DVA, AND FVA
Taschenbuch von Donald J Smith
Sprache: Englisch

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Beschreibung
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.
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.
Details
Erscheinungsjahr: 2017
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 230
ISBN-13: 9789813224162
ISBN-10: 9813224169
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Donald J Smith
Hersteller: World Scientific
Maße: 229 x 152 x 13 mm
Von/Mit: Donald J Smith
Erscheinungsdatum: 21.07.2017
Gewicht: 0,34 kg
preigu-id: 108878433
Details
Erscheinungsjahr: 2017
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 230
ISBN-13: 9789813224162
ISBN-10: 9813224169
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Donald J Smith
Hersteller: World Scientific
Maße: 229 x 152 x 13 mm
Von/Mit: Donald J Smith
Erscheinungsdatum: 21.07.2017
Gewicht: 0,34 kg
preigu-id: 108878433
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