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Understanding credit derivatives and related instruments /
Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The cente...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Elsevier Academic Press,
�2005.
|
| Colección: | Academic Press advanced finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 020 | |z 9780121082659 | ||
| 020 | |z 0121082652 | ||
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| 100 | 1 | |a Bomfim, Ant�ulio N. |q (Ant�ulio Neves) | |
| 245 | 1 | 0 | |a Understanding credit derivatives and related instruments / |c Antulio N. Bomfim. |
| 260 | |a Amsterdam : |b Elsevier Academic Press, |c �2005. | ||
| 300 | |a 1 online resource (xiv, 339 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Academic Press advanced finance series | |
| 520 | |a Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models. * Offers a broad overview of this growing field * Discusses all the main types of credit derivatives * Provides back-of-the-book summary of statistics and fixed-income mathematics. | ||
| 505 | 0 | |a 1 Credit Derivatives: A Brief Overview -- 2 The Credit Derivatives Market -- 3 Main Uses of Credit Derivatives -- 4 Floating-Rate Notes -- 5 Asset Swaps -- 6 Credit Default Swaps -- 7 Total Return Swaps -- 8 Spread and Bond Options -- 9 Basket Default Swaps -- 10 Portfolio Default Swaps -- 11 Principal-Protected Structures -- 12 Credit-Linked Notes -- 13 Repackaging Vehicles -- 14 Synthetic CDOs -- 15 Valuing Defaultable Bonds -- 16 The Credit Curve -- 17 Main Credit Modeling Approaches -- 18 Valuing of Credit Options -- 19 The Basics of Portfolio Credit Risk -- 20 Valuing Basket Default Swaps -- 21 Valuing Portfolio Swaps and CDOs -- 22 A Quick Tour of Commercial Models -- 23 Modeling Counterparty Credit Risk -- 24 Anatomy of a CDS Transaction -- 25 A Primer on Bank Regulatory Issues -- Appendix A Basic Concepts from Bond Math -- Appendix B Basic Concepts from Statistics. | |
| 504 | |a Includes bibliographical references (pages 325-330) and index. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Credit derivatives. | |
| 650 | 6 | |a Instruments d�eriv�es de cr�edit. |0 (CaQQLa)201-0321016 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Credit derivatives |2 fast |0 (OCoLC)fst00882587 | |
| 776 | 0 | 8 | |i Print version: |a Bomfim, Ant�ulio N. (Ant�ulio Neves). |t Understanding credit derivatives and related instruments. |d Amsterdam : Elsevier Academic Press, �2005 |z 0121082652 |z 9780121082659 |w (DLC) 2005270009 |w (OCoLC)59712009 |
| 830 | 0 | |a Academic Press advanced finance series. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780121082659 |z Texto completo |