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Valuation in a World of CVA and DVA: A Tutorial on Debt Securities and Interest Rate Derivatives
Valuation in a World of CVA and DVA A Tutorial on Debt Securities and Interest Rate Derivatives
Author: Donald J Smith
Credit risk models invariably are mathematical, and can be dauntingly so. Nevertheless, an understanding of the impact of credit risk on the valuation of debt securities and derivatives is essential to investment analysis and risk management. The financial crisis that started in 2007 exposed the importance of counterparty credit risk; nowadays, ...  more »
ISBN-13: 9781515096566
ISBN-10: 1515096564
Publication Date: 8/12/2015
Pages: 164
Edition: 1
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Publisher: CreateSpace Independent Publishing Platform
Book Type: Paperback
Members Wishing: 0
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