Understanding 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 standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more

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  • Author : Antulio N. Bomfim
  • Publisher : Academic Press
  • Pages : 420 pages
  • ISBN : 0128004908
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKUnderstanding Credit Derivatives and Related Instruments

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

Credit Derivatives and Synthetic Structures

Credit Derivatives and Synthetic Structures
  • Author : Janet M. Tavakoli
  • Publisher : John Wiley & Sons
  • Release : 16 July 2001
GET THIS BOOKCredit Derivatives and Synthetic Structures

Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. "If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book." --Merton H. Miller, winner, Nobel Prize in Economics, 1990 "Tavakoli brings extraordinary insight and clarity

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

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,

Structured Products and Related Credit Derivatives

Structured Products and Related Credit Derivatives
  • Author : Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release : 20 June 2008
GET THIS BOOKStructured Products and Related Credit Derivatives

Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.

Credit Derivatives Pricing Models

Credit Derivatives Pricing Models
  • Author : Philipp J. Schönbucher
  • Publisher : John Wiley & Sons
  • Release : 31 October 2003
GET THIS BOOKCredit Derivatives Pricing Models

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing,

Credit Derivatives

Credit Derivatives
  • Author : George Chacko,Anders Sjöman,Hideto Motohashi,Vincent Dessain
  • Publisher : Pearson Education
  • Release : 02 June 2006
GET THIS BOOKCredit Derivatives

The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly, professionals in corporate finance need to understand the workings of the credit risk market in order to successfully manage risk in their own organizations; in addition, some wish to move into the field on a full-time basis. Most books in the field, however, are either too academic for working professionals, or written for those who already

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

Credit Derivatives
  • Author : Edmund Parker
  • Publisher : Unknown Publisher
  • Release : 30 July 2021
GET THIS BOOKCredit Derivatives

Credit Derivatives: Documenting and Understanding Credit Products. To date, books focused on credit derivatives either have been written with only the trader or the treasurer in mind, with limited coverage of documentation and legal issues; or, where written for the legal practitioner, have covered only limited parts of the credit derivatives universe. Credit Derivatives: Documenting and Understanding Credit products examines the full spectrum of credit derivatives transactions. This accessible new title explains, in straightforward terms, each type of credit derivatives

GLOBAL SECURITY AND INTERNATIONAL POLITICAL ECONOMY – Volume I

GLOBAL SECURITY AND INTERNATIONAL POLITICAL ECONOMY – Volume I
  • Author : P.Bilgin, P.D. Williams, M. Sekiguchi, J. K. Galbraith, S. T. Inayatullah, J. Wiener, R. A. Schrire, I.L. Murphy
  • Publisher : EOLSS Publications
  • Release : 19 September 2010
GET THIS BOOKGLOBAL SECURITY AND INTERNATIONAL POLITICAL ECONOMY – Volume I

Global Security and International Political Economy is a component of Encyclopedia of Social Sciences and Humanities in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. This 6-volume set contains several chapters, each of size 5000-30000 words, with perspectives, issues of great relevance to our world such as: Global Security; Global Security and the International System; The Regional Dimension of Global Security; The National Dimension Of Global Security; The Societal Dimension Of

Market-Based Banking and the International Financial Crisis

Market-Based Banking and the International Financial Crisis
  • Author : Iain Hardie,David Howarth
  • Publisher : Oxford University Press
  • Release : 29 August 2013
GET THIS BOOKMarket-Based Banking and the International Financial Crisis

This edited volume offers a study of national banking systems and explains how banking developed in the years preceding the international financial crisis that erupted in 2007. Its analysis of market-based banking shows the impact of the financial crisis in eleven developed economies, including all of the G7 economies.

Managerial Strategies for Business Sustainability During Turbulent Times

Managerial Strategies for Business Sustainability During Turbulent Times
  • Author : Leon, Ramona-Diana
  • Publisher : IGI Global
  • Release : 12 July 2017
GET THIS BOOKManagerial Strategies for Business Sustainability During Turbulent Times

As the economy fluctuates, so does the need for resilient business practices. If organizations can remain strong and steady during difficult times, they will be more fruitful during successful periods as well. Managerial Strategies for Business Sustainability During Turbulent Times is a crucial resource that discusses successful methods and techniques for building sturdy company practices. Featuring pertinent topics such as sustainable supply chains, knowledge management, information sharing, and performance evaluations, this is an ideal scholarly reference source for CEOs, managers,

Key Financial Instruments

Key Financial Instruments
  • Author : Warren Edwardes
  • Publisher : Financial Times Management
  • Release : 30 July 2021
GET THIS BOOKKey Financial Instruments

"Key Financial Instruments" is both an accessible cure for derivatiphobia and a practical manual for the successful development and use of financial products. The book demystifies key financial instruments; their structures, benefits, risks and rewards, giving the confidence to successfully use and avoid the abuse of all types of derivative products. This book brings financial instruments to life. Learn to distinguish the genuinely useful from the obscure and unnecessary in the world of financial instruments.

Modelling Single-name and Multi-name Credit Derivatives

Modelling Single-name and Multi-name Credit Derivatives
  • Author : Dominic O'Kane
  • Publisher : John Wiley & Sons
  • Release : 08 March 2011
GET THIS BOOKModelling Single-name and Multi-name Credit Derivatives

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products