机读格式显示(MARC)
- 000 01502cam a2200301 i 4500
- 008 170707s2018 nju b 000 0 eng
- 020 __ |a 9789813222748 : |c CNY735.15
- 040 __ |a DLC |b eng |e rda |c DLC |d DLC
- 050 _4 |a HG4651 |b .S573 2018
- 082 04 |a 332.63/23 |2 23
- 100 1_ |a Smith, Donald J., |d 1947- |e author.
- 245 10 |a Valuation in a world of CVA, DVA, and FVA : |b a tutorial on debt securities and interest rate derivatives / |c Donald J Smith Questrom School of Business, Boston University, USA.
- 260 __ |a New Jersey : |b World Scientific, |c c2018
- 300 __ |a xviii, 207 pages ; |c 24 cm
- 336 __ |a text |b txt |2 rdacontent
- 337 __ |a unmediated |b n |2 rdamedia
- 338 __ |a volume |b nc |2 rdacarrier
- 504 __ |a Includes bibliographical references.
- 505 0_ |a 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 |a Bonds |x Valuation.
- 650 _0 |a Derivative securities |x Valuation.