000			01499cam a2200301 i 4500
001			19772215
003			JGU
005			20190409181327.0
007			Paper back
008			170707s2018 nju b 000 0 eng
010			_a 2017020714
020			_a9789813224162
040			_aDLC _beng _cDLC _erda _dDLC
042			_apcc
050	0	0	_aHG4651 _b.S573 2018
082	0	0	_a332.6323 _223 _bSM-V
100	1		_aSmith, Donald J _959051
245	1	0	_aValuation in a world of CVA, DVA, and FVA _ba tutorial on debt securities and interest rate derivatives
260			_aLondon _bWorld Scientific _c2018
300			_axviii, 207p. _c24 cm
504			_aIncludes bibliographical references.
505	0		_aIntroduction -- 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	_aBonds _xValuation. _959052
650		0	_aDerivative securities _xValuation. _959053
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c229826 _d229826