VALUATION IN A WORLD OF CVA, DVA, AND FVA : A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES:A TUTORIAL ON DEBT SECURITIES AND INTEREST RATE DERIVATIVES

信贷、借记和资金估值调整的评估:对债务证券与利率衍生产品的指导

货币银行学

原   价:
522.00
售   价:
391.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2017年07月21日
装      帧
平装
ISBN
9789813224162
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页      码
228
语      种
英文
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库存 30 本
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图书简介
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. Key Features: o There is no other book like it o Readers can replicate the examples using a spreadsheet
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