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- Phân loại: 332.63
- Tác giả: Donald J. Smith
- Thông tin XB: Boston: World Scientific, 2018
- Mô tả vật lý: xviii, 207 p,, 24 cm.
- Tóm tắt: 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 ...
- Từ khóa: Bonds; Valuation; Derivative securities; Tham khảo tự chọn; SCOV
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- 57
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