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Understanding Credit Derivatives and Related Instruments
Af: Antulio Bomfim, Antulio N. Bomfim Engelsk Hardback
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kr 244
Understanding Credit Derivatives and Related Instruments
Af: Antulio Bomfim, Antulio N. Bomfim Engelsk Hardback
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.
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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.
Produktdetaljer
Sprog: Engelsk
Sider: 420
ISBN-13: 9780128001165
Indbinding: Hardback
Udgave:
ISBN-10: 012800116X
Kategori: Bankvirksomhed
Udg. Dato: 17 nov 2015
Længde: 26mm
Bredde: 160mm
Højde: 236mm
Oplagsdato: 17 nov 2015
Forfatter(e) Antulio Bomfim, Antulio N. Bomfim


Kategori Bankvirksomhed


Sprog Engelsk


Indbinding Hardback


Sider 420


Udgave


Længde 26mm


Bredde 160mm


Højde 236mm

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