书目详细信息
： Valuation in a world of CVA, DVA, and FVA :
书目信息 机读格式(MARC)
| ISBN： | 9789813222748 |
|---|---|
| ISBN： | 9789813224162 (paperback) |
| 编目源： | DLC DLC DLC |
| 个人名称： | Smith, Donald J.,1947- |
| 题名： | Valuation in a world of CVA, DVA, and FVA : a tutorial on debt securities and interest rate derivatives / Donald J Smith Questrom School of Business, Boston University, USA. |
| 版本说明： | 1 Edition. |
| 索书号： | F830.91/S664E |
| 载体形态： | xviii, 207 pages : illustrations ; 24 cm |
| 书目附注： | Includes bibliographical references. |
| 格式化内容附注： | Introduction -- An introduction to the XVA and bond valuation using a binomial tree -- Valuing traditional fixed-rate corporate bonds -- Valuing floating-rate notes and interest rate caps and floors -- Valuing fixed-income bonds having embedded call and put options -- Valuing interest rate swaps with CVA and DVA -- Valuing an interest rate swap portfolio with CVA, DVA, and FVA -- Structured notes -- Summary -- Appendix: The forward rate binomial tree model -- References. |