Understanding Credit Derivatives and Related Instruments

Gebonden Engels 2015 9780128001165
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them.

The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics.

Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book.

Specificaties

ISBN13:9780128001165
Taal:Engels
Bindwijze:Gebonden

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Inhoudsopgave

<p>I – Credit Derivatives: Definitions, Market, Uses (3 chapters)</p> <p>II – Main Types of Credit Derivatives (13 chapters)</p> <p>III – Introduction to Credit Modeling I: Single Name Defaults (4 chapters)</p> <p>IV: Introduction to Credit Modeling II: Portfolio Credit Risk (5 chapters)</p> <p>V – A Brief Overview of Documentation and Regulatory Issues (2 chapters)</p> <p>VI Hedging and Trading Credit Default Swaps (3 chapters)</p>

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