An Introduction Credit Derivatives

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  • Author : Gunter Dufey and Florian Rehm
  • Publisher : Anonim
  • Pages : 123 pages
  • ISBN :
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKAn Introduction Credit Derivatives

An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release : 31 December 2012
GET THIS BOOKAn Introduction to Credit Derivatives

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision. Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps and related pricing, asset swaps,

An Introduction to Credit Risk Modeling

An Introduction to Credit Risk Modeling
  • Author : Christian Bluhm,Ludger Overbeck,Christoph Wagner
  • Publisher : CRC Press
  • Release : 27 September 2002
GET THIS BOOKAn Introduction to Credit Risk Modeling

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques. An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and

Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antulio N. Bomfim
  • Publisher : Academic Press
  • Release : 23 November 2015
GET THIS BOOKUnderstanding Credit Derivatives and Related Instruments

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

Applications of Credit Derivatives

Applications of Credit Derivatives
  • Author : Harald Seemann
  • Publisher : diplom.de
  • Release : 24 January 2008
GET THIS BOOKApplications of Credit Derivatives

Inhaltsangabe:Abstract: The purpose of this thesis is to give a general introduction to the credit derivatives market and its instruments. The analytical focus will be about the business fields where credit derivatives are applied. This work aims to analyze the usage of credit derivatives in economic life and describes the different financial players who are involved in those deals. Explanations for certain decisions and credit views are presented. The reader should get a better understanding of these complex financial

Credit Derivatives

Credit Derivatives
  • Author : Mark J. P. Anson,Frank J. Fabozzi,Moorad Choudhry,Ren-Raw Chen
  • Publisher : John Wiley & Sons
  • Release : 01 February 2004
GET THIS BOOKCredit Derivatives

An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps;

Introduction to Credit Risk

Introduction to Credit Risk
  • Author : Giulio Carlone
  • Publisher : CRC Press
  • Release : 09 November 2020
GET THIS BOOKIntroduction to Credit Risk

Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to counterparty credit risk. The book also directs the reader on how to visualize, in real time, the results of this data, generated with a Java tool. Features Uses an in-depth case study to illustrate multiple factors

Credit Derivatives and Structured Credit Trading

Credit Derivatives and Structured Credit Trading
  • Author : Vinod Kothari
  • Publisher : John Wiley & Sons
  • Release : 15 December 2011
GET THIS BOOKCredit Derivatives and Structured Credit Trading

Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undisputed

Credit Derivatives and Structured Credit

Credit Derivatives and Structured Credit
  • Author : Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
  • Publisher : John Wiley & Sons
  • Release : 14 June 2006
GET THIS BOOKCredit Derivatives and Structured Credit

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such

Derivatives Simplified

Derivatives Simplified
  • Author : P Vijaya Bhaskar,B Mahapatra
  • Publisher : SAGE Publications Pvt. Limited
  • Release : 19 October 2021
GET THIS BOOKDerivatives Simplified

This book is both informative and practitioner-orientated and covers all aspects of different derivative products. It includes the origin and growth of derivatives trading. Who uses it - when, why and how? The method of using each derivative product is also given in a simple form with easy to follow examples. Derivatives or futures trading have just been introduced into the Indian financal market to replace badla.

An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives
  • Author : Salih N. Neftci,Ali Hirsa,Salih N.. Neftci
  • Publisher : Academic Press
  • Release : 02 June 2000
GET THIS BOOKAn Introduction to the Mathematics of Financial Derivatives

A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.

Managing Bank Risk

Managing Bank Risk
  • Author : Morton Glantz,Johnathan Mun
  • Publisher : Academic Press
  • Release : 19 October 2021
GET THIS BOOKManaging Bank Risk

Featuring new credit engineering tools, Managing Bank Risk combines innovative analytic methods with traditional credit management processes. Professor Glantz provides print and electronic risk-measuring tools that ensure credits are made in accordance with bank policy and regulatory requirements, giving bankers with the data necessary for judging asset quality and value. The book's two sections, "New Approaches to Fundamental Analysis" and "Credit Administration," show readers ways to assimilate new tools, such as credit derivatives, cash flow computer modeling, distress prediction and

Credit Derivatives

Credit Derivatives
  • Author : Geoff Chaplin
  • Publisher : John Wiley & Sons
  • Release : 27 September 2005
GET THIS BOOKCredit Derivatives

The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, asset swaps and related ‘real world’ issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the

Introduction to Securitization

Introduction to Securitization
  • Author : Frank J. Fabozzi,Vinod Kothari
  • Publisher : John Wiley & Sons
  • Release : 06 June 2008
GET THIS BOOKIntroduction to Securitization

Introduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credit cards, and auto loans. The authors present a comprehensive overview of the topic based on the experience they have gathered through years of interaction with practitioners and graduate students around the world. The authors offer coverage of such key topics as: structuring agency MBS deals and nonagency deals, credit enhancements and sizing, using interest rate derivatives in securitization transactions,

Financial Calculus

Financial Calculus
  • Author : Martin Baxter,Andrew Rennie
  • Publisher : Cambridge University Press
  • Release : 19 September 1996
GET THIS BOOKFinancial Calculus

The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as