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Credit derivatives : trading, investing and risk management /

The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough unde...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chaplin, Geoff
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, U.K. : John Wiley and Sons, 2010.
Edición:2nd ed.
Colección:Finance professional collection
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

MARC

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245 1 0 |a Credit derivatives :  |b trading, investing and risk management /  |c Geoff Chaplin. 
250 |a 2nd ed. 
260 |a Chichester, West Sussex, U.K. :  |b John Wiley and Sons,  |c 2010. 
300 |a 1 online resource (xxviii, 376 pages) :  |b illustrations 
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504 |a Includes bibliographical references (pages 364-365) and index. 
520 |a The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk requirements post financial crisis, Credit Derivatives: Trading, Investing and Risk Mana. 
505 0 |a Credit Derivatives; Contents; Preface to the First Edition; Preface to the Second Edition; Acknowledgements; Disclaimer; Table of Spreadsheet Examples and Software; About the Author; PART I CREDIT BACKGROUND AND CREDIT DERIVATIVES; 1 Credit Debt and Other Traditional Credit Instruments; 2 Default and Recovery Data; Transition Matrices; Historical Pricing; 3 Asset Swaps and Asset Swap Spread; z-Spread; 4 Liquidity, the Credit Pyramid and Market Data; 5 Traditional Counterparty Risk Management; 6 Credit Portfolios and Portfolio Risk; 7 Introduction to Credit Derivatives. 
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650 0 |a Credit derivatives. 
650 0 |a Risk management. 
650 6 |a Instruments dérivés de crédit. 
650 6 |a Gestion du risque. 
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650 7 |a Credit derivatives.  |2 fast  |0 (OCoLC)fst00882587 
650 7 |a Risk management.  |2 fast  |0 (OCoLC)fst01098164 
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