Credit Derivatives Instruments, Applications, and Pricing

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  • Engels
  • Hardcover
  • 9780471466000
  • 29 januari 2004
  • 342 pagina's
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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.

Credit derivatives are the newest entrant to the world of derivatives and they have quickly become one of the fastest–growing areas of interest in global derivatives and risk management. Credit Derivatives: Instruments, Applications, and Pricing provides an in–depth explanation of this risk management tool, which has been increasingly used to manage credit risk in banking and capital markets.

In this comprehensive text, Mark J.P. Anson, Frank J. Fabozzi, Moorad Choudhry, and Ren–Raw Chen cover everything, from the basics of why credit risk is important, to accounting and tax implications of credit derivatives.

Key topics discussed in this essential guidebook include:

  • Types of credit risk
  • Credit default swaps
  • Credit–linked notes
  • Synthetic collateralized debt obligation structures
  • Credit risk modeling: structural models and reduced form models
  • Options and forwards on credit–related spread products
  • Pricing of credit default swaps

Using Bloomberg screens, illustrative examples, basic investment theory, and mathematics, Credit Derivatives covers the real–world practice and applications of credit derivatives products.

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Inhoud

Taal
en
Bindwijze
Hardcover
Oorspronkelijke releasedatum
29 januari 2004
Aantal pagina's
342
Illustraties
Nee

Betrokkenen

Hoofdauteur
Mark J. P. Anson
Tweede Auteur
Frank J. Fabozzi
Co Auteur
Mark J. P. Anson
Hoofduitgeverij
John Wiley & Sons Inc

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Product breedte
162 mm
Product hoogte
26 mm
Product lengte
241 mm
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Ja
Verpakking breedte
152 mm
Verpakking hoogte
32 mm
Verpakking lengte
235 mm
Verpakkingsgewicht
535 g

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9780471466000

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