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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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Rösch, Daniel, Scheule, Harald
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex : Wiley, 2013.
Colección:Wiley Finance Ser.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
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].
Descripción Física:1 online resource (xiv, 448 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:1119966043
9781119966043
9781118818503
1118818504
9781119966050
1119966051