 |
DDC
| 332.645 | |
Tác giả CN
| Smith, Donald J. | |
Nhan đề
| Valuation in a world of CVA, DVA, and FVA : a tutorial on debt securities and interest rate derivatives / Donald J. Smith. | |
Thông tin xuất bản
| Singapore : World Scientific Publishing Co., 2018 | |
Mô tả vật lý
| xviii, 207 p. ; 24 cm. | |
Tóm tắt
| "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." | |
Thuật ngữ chủ đề
| Derivative instruments (Finances) | |
Thuật ngữ chủ đề
| Bonds (Securities)-Valuation | |
Thuật ngữ chủ đề
| Derivative securities-Valuation | |
Từ khóa tự do
| Định giá | |
Từ khóa tự do
| Trái phiếu | |
Từ khóa tự do
| Chứng khoán phái sinh | |
Địa chỉ
| 100TK_Tiếng Anh-AN(4): 000143010-3 |
| |
000
| 00000nam#a2200000u##4500 |
|---|
| 001 | 70943 |
|---|
| 002 | 1 |
|---|
| 004 | F63F2ECC-C5FB-4CD7-87F7-17997997A4F6 |
|---|
| 005 | 202412041603 |
|---|
| 008 | 241120s2018 si eng |
|---|
| 009 | 1 0 |
|---|
| 020 | |a9789813222748 |
|---|
| 020 | |a9789813224162 |
|---|
| 020 | |a9813222743 |
|---|
| 020 | |a9813224169 |
|---|
| 039 | |a20241204160258|banhpt|c20241203112250|danhpt|y20241120155709|zanhpt |
|---|
| 041 | 0 |aeng |
|---|
| 044 | |asi |
|---|
| 082 | 04|a332.645|bSMI |
|---|
| 100 | 1 |aSmith, Donald J. |
|---|
| 245 | 10|aValuation in a world of CVA, DVA, and FVA : a tutorial on debt securities and interest rate derivatives /|cDonald J. Smith. |
|---|
| 260 | |aSingapore :|bWorld Scientific Publishing Co.,|c2018 |
|---|
| 300 | |axviii, 207 p. ;|c24 cm. |
|---|
| 520 | |a"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." |
|---|
| 650 | 00|aDerivative instruments (Finances) |
|---|
| 650 | 10|aBonds (Securities)|xValuation |
|---|
| 650 | 10|aDerivative securities|xValuation |
|---|
| 653 | 0 |aĐịnh giá |
|---|
| 653 | 0 |aTrái phiếu |
|---|
| 653 | 0 |aChứng khoán phái sinh |
|---|
| 852 | |a100|bTK_Tiếng Anh-AN|j(4): 000143010-3 |
|---|
| 856 | 1|uhttp://lib.hanu.vn/kiposdata2/bookcover/000143010_thumbimage.jpg |
|---|
| 890 | |a4|b0|c0|d0 |
|---|
| |
| Dòng |
Mã vạch |
Vị trí |
Giá sách |
Ký hiệu PL/XG |
Phân loại |
Bản sao |
Tình trạng |
Thành phần |
|
1
|
000143010
|
TK_Tiếng Anh-AN
|
|
332.645 SMI
|
Sách
|
1
|
|
|
|
2
|
000143011
|
TK_Tiếng Anh-AN
|
|
332.645 SMI
|
Sách
|
2
|
|
|
|
3
|
000143012
|
TK_Tiếng Anh-AN
|
|
332.645 SMI
|
Sách
|
3
|
|
|
|
4
|
000143013
|
TK_Tiếng Anh-AN
|
|
332.645 SMI
|
Sách
|
4
|
Tài liệu chỉ đọc tại Thư viện
|
|
Không có liên kết tài liệu số nào
|
|
|
|