An Introduction to Bond Valuation Using a Binomial Tree

Donald J Smith

Chapter 1 in Valuation in a World of CVA, DVA, and FVA:A Tutorial on Debt Securities and Interest Rate Derivatives, 2017, pp 1-12 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Valuation of a Default-Risk-Free Bond Using a Binomial Tree with Backward InductionPathwise Valuation of a Default-Risk-Free Bond Using a Binomial TreeRecommendations for ReadersStudy QuestionsAnswers to the Study Questions

Keywords: XVA; CVA; DVA; FVA; Debt Securities; Interest Rate Derivatives (search for similar items in EconPapers)
JEL-codes: G10 (search for similar items in EconPapers)
Date: 2017
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