MARC状态:审校 文献类型:西文图书 浏览次数:93
- 题名/责任者:
- 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.
- 出版发行项:
- New Jersey : World Scientific, c2018
- ISBN:
- 9789813222748 :
- ISBN:
- 9789813224162
- 载体形态项:
- xviii, 207 pages ; 24 cm
- 个人责任者:
- Smith, Donald J., 1947- author.
- 论题主题:
- Bonds-Valuation.
- 论题主题:
- Derivative securities-Valuation.
- 中图法分类号:
- F810.5
- 书目附注:
- Includes bibliographical references.
- 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.
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索书号 | 条码号 | 年卷期 | 馆藏地 | 书刊状态 | 还书位置 |
F810.5/BS1 | 40043951 | 外文书库(外文原版)(11F) | 可借 | 外文书库(外文原版)(11F) |
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