TY  - BOOK
AU  - Smith,Donald J
TI  - Valuation in a world of CVA, DVA, and FVA : a tutorial on debt securities and interest rate derivatives 
SN  - 9789813224162 
AV  - HG4651 .S573 2018
U1  - 332.6323 23
PY  - 2018///
CY  - London
PB  - World Scientific
KW  - Bonds
KW  - Valuation
KW  - Derivative securities
N1  - 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
ER  -