Description

Book Synopsis
CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisis. This book aims to bridge the gap between the highly complex and mathematical models used by these banks to adjust the value of debt securities and interest rate derivatives, and the end users of the valuations, for example, accountants, auditors, and analysts. The book, which is essentially a tutorial, demonstrates the types of models that are used using binomial trees that are featured in the CFA® fixed income curriculum and allows readers to replicate the examples using a spreadsheet.

Valuation In A World Of Cva, Dva, And Fva : A

    Product form

    £81.70

    Includes FREE delivery

    RRP £86.00 – you save £4.30 (5%)

    Order before 4pm tomorrow for delivery by Fri 26 Jun 2026.

    A Hardback by Donald J Smith

    Out of stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Valuation In A World Of Cva, Dva, And Fva : A by Donald J Smith

      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: 11/09/2017
      ISBN13: 9789813222748, 978-9813222748
      ISBN10: 9813222743

      Description

      Book Synopsis
      CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisis. This book aims to bridge the gap between the highly complex and mathematical models used by these banks to adjust the value of debt securities and interest rate derivatives, and the end users of the valuations, for example, accountants, auditors, and analysts. The book, which is essentially a tutorial, demonstrates the types of models that are used using binomial trees that are featured in the CFA® fixed income curriculum and allows readers to replicate the examples using a spreadsheet.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account