Valuation in a world of CVA, DVA, and FVA (Record no. 229826)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01499cam a2200301 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 19772215 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | JGU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190409181327.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | Paper back |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170707s2018 nju b 000 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2017020714 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789813224162 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Transcribing agency | DLC |
| Description conventions | rda |
| Modifying agency | DLC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4651 |
| Item number | .S573 2018 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6323 |
| Edition number | 23 |
| Item number | SM-V |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Smith, Donald J |
| 9 (RLIN) | 59051 |
| 245 10 - TITLE STATEMENT | |
| Title | Valuation in a world of CVA, DVA, and FVA |
| Remainder of title | a tutorial on debt securities and interest rate derivatives |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | London |
| Name of publisher, distributor, etc | World Scientific |
| Date of publication, distribution, etc | 2018 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xviii, 207p. |
| Dimensions | 24 cm |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bonds |
| General subdivision | Valuation. |
| 9 (RLIN) | 59052 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Derivative securities |
| General subdivision | Valuation. |
| 9 (RLIN) | 59053 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 1 |
| e | ecip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General Books | OPJGU Sonepat- Campus | OPJGU Sonepat- Campus | Main Library | 09/04/2019 | International Book (2913) | 2513.28 | 332.6323 SM-V | 140777 | 09/04/2019 | 3590.40 | 09/04/2019 |