語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
到查詢結果
[ subject:"Bonds" ]
切換:
標籤
|
MARC模式
|
ISBD
Valuation in a world of CVA, DVA, an...
~
Smith, Donald J., (1947-)
Valuation in a world of CVA, DVA, and FVAa tutorial on debt securities and interest rate derivatives /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Valuation in a world of CVA, DVA, and FVADonald J. Smith.
其他題名:
a tutorial on debt securities and interest rate derivatives /
作者:
Smith, Donald J.,
出版者:
Singapore ;World Scientific,c2018.
面頁冊數:
1 online resource (xviii, 207 p.)
標題:
BondsValuation.
電子資源:
http://www.worldscientific.com/worldscibooks/10.1142/10511#t=toc
ISBN:
9789813222755$q(electronic bk.)
Valuation in a world of CVA, DVA, and FVAa tutorial on debt securities and interest rate derivatives /
Smith, Donald J.,1947-
Valuation in a world of CVA, DVA, and FVA
a tutorial on debt securities and interest rate derivatives /[electronic resource] :Donald J. Smith. - 1st ed. - Singapore ;World Scientific,c2018. - 1 online resource (xviii, 207 p.)
Includes bibliographical references.
Introduction -- An introduction to the XVA and bond valuation using a binomial tree -- Valuing traditional fixed-rate corporate bonds -- Valuing floating-rate notes and interest rate caps and floors -- Valuing fixed-income bonds having embedded call and put options -- Valuing interest rate swaps with CVA and DVA -- Valuing an interest rate swap portfolio with CVA, DVA, and FVA -- Structured notes -- Summary -- Appendix: The forward rate binomial tree model -- References.
ISBN: 9789813222755$q(electronic bk.)
LCCN: 2017020714Subjects--Topical Terms:
811570
Bonds
--Valuation.
LC Class. No.: HG4651 / .S573 2018
Dewey Class. No.: 332.63/23
Valuation in a world of CVA, DVA, and FVAa tutorial on debt securities and interest rate derivatives /
LDR
:01409cmm a2200265 a 4500
001
534810
005
20180116141807.0
006
m o d
007
cr cn|||||||||
008
181226s2018 si ob 000 0 eng
010
$a
2017020714
020
$a
9789813222755$q(electronic bk.)
020
$z
9789813222748
020
$z
9789813224162$q(pbk.)
035
$a
19772215
040
$a
DLC
$b
eng
$c
DLC
$d
DLC
050
0 0
$a
HG4651
$b
.S573 2018
082
0 0
$a
332.63/23
$2
23
100
1
$a
Smith, Donald J.,
$d
1947-
$3
811569
245
1 0
$a
Valuation in a world of CVA, DVA, and FVA
$h
[electronic resource] :
$b
a tutorial on debt securities and interest rate derivatives /
$c
Donald J. Smith.
250
$a
1st ed.
260
$a
Singapore ;
$a
New Jersey :
$b
World Scientific,
$c
c2018.
300
$a
1 online resource (xviii, 207 p.)
504
$a
Includes bibliographical references.
505
0
$a
Introduction -- An introduction to the XVA and bond valuation using a binomial tree -- Valuing traditional fixed-rate corporate bonds -- Valuing floating-rate notes and interest rate caps and floors -- Valuing fixed-income bonds having embedded call and put options -- Valuing interest rate swaps with CVA and DVA -- Valuing an interest rate swap portfolio with CVA, DVA, and FVA -- Structured notes -- Summary -- Appendix: The forward rate binomial tree model -- References.
588
$a
Description based on print version record.
650
0
$a
Bonds
$x
Valuation.
$3
811570
650
0
$a
Derivative securities
$x
Valuation.
$3
266463
856
4 0
$u
http://www.worldscientific.com/worldscibooks/10.1142/10511#t=toc
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000156040
電子館藏
1圖書
電子書
EB HG4651 S573 c2018
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
http://www.worldscientific.com/worldscibooks/10.1142/10511#t=toc
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入