Credit securitizations and derivatives : challenges for the global markets /
This book presents state of the art thinking and developments in credit securitizationss, derivatives, and risk management. Written by leading thinkers from academia, the industry, and the regulatory environment, the book covers areas such as business cycles; correlation modelling and interactions b...
Clasificación: | Libro Electrónico |
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Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chichester, West Sussex :
Wiley,
2013.
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Colección: | Wiley Finance Ser.
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Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Sumario: | This book presents state of the art thinking and developments in credit securitizationss, derivatives, and risk management. Written by leading thinkers from academia, the industry, and the regulatory environment, the book covers areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitizationsns and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitizations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. [Book jacket]. |
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Descripción Física: | 1 online resource (xiv, 448 pages) |
Bibliografía: | Includes bibliographical references and index. |
ISBN: | 1119966043 9781119966043 9781118818503 1118818504 9781119966050 1119966051 |