Amazon cover image
Image from Amazon.com

Valuation in a world of CVA, DVA, and FVA a tutorial on debt securities and interest rate derivatives

By: Material type: TextTextPublication details: London World Scientific 2018Description: xviii, 207p. 24 cmISBN:
  • 9789813224162
Subject(s): DDC classification:
  • 332.6323 23 SM-V
LOC classification:
  • HG4651 .S573 2018
Contents:
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.
Item type: Print
Tags from this library: No tags from this library for this title.
Holdings
Item type Home library Collection Call number Status Date due Barcode
Print Print OPJGU Sonepat- Campus Main Library General Books 332.6323 SM-V (Browse shelf(Opens below)) Available 140777

Includes bibliographical references.

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.

There are no comments on this title.

to post a comment.

O.P. Jindal Global University, Sonepat-Narela Road, Sonepat, Haryana (India) - 131001

Send your feedback to glus@jgu.edu.in

Implemented & Customized by: BestBookBuddies   |   Maintained by: Global Library