A Tutorial on Debt Securities and Interest Rate Derivatives
by
Donald J Smith
Language: English
Release Date: July 20, 2017
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...