{"product_id":"valuation-in-a-world-of-smith-donald-j-9789813224162","title":"Valuation in a World of Cva, Dva, and Fva","description":"\u003cp\u003eCVA, 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(R) fixed income curriculum and allows readers to replicate the examples using a spreadsheet.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Smith Donald J\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9813224169\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789813224162\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e World Scientific Publishing Company\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 07\/31\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 228\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.95lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.90h x 6.00w x 0.60d","brand":"Smith Donald J","offers":[{"title":"Paperback","offer_id":48454124437759,"sku":"9789813224162","price":48.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_04b00d9e-57a6-428a-91ca-04571e28e410.jpg?v=1777304308","url":"https:\/\/www.whiterainbookhouse.com\/products\/valuation-in-a-world-of-smith-donald-j-9789813224162","provider":"WR Book House","version":"1.0","type":"link"}