Buch, Englisch, 158 Seiten, Format (B × H): 154 mm x 236 mm, Gewicht: 385 g
Buch, Englisch, 158 Seiten, Format (B × H): 154 mm x 236 mm, Gewicht: 385 g
ISBN: 978-0-08-098295-3
Verlag: Elsevier Science
This introduction to credit derivatives and their markets provides a practitioner's perspective on products and the risks they involve. Expanded and updated to cover crisis-related developments, it employs a succinct style without sacrificing technical details and scientific precision. Its liberal use of Bloomberg screens and new worked examples increase its hands-on practicality, and its new online set of CDS pricing models and other worksheets multiply its uses.
The only book that captures the rapidly changing dynamics of the credit derivatives market, "An Introduction to Credit Derivatives" combines qualitative and quantitative content unavailable elsewhere.
Presents products, risks, and markets in terms that emphasize intuition and without losing scientific accuracyAugments ist practical and pedagogical value by means of updated quantitative and qualitative materialsDistinguishes itself from other books by serving as the only useful starting point for students and practitioners
Zielgruppe
Investment Managers/Directors, Fixed Income Securities Traders, Financial Analysts in Banks and other financial institutions that have at least three years experience in the finance industry. The level of the books would be "professional" advanced.
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1. Credit Risk 2. Credit Derivative Instruments: Part I 3. Credit Derivative Instruments: Part II 4. Credit Derivative Instruments: Part III 5. Credit Derivatives Pricing and Valuation 6. Credit Default Swap Pricing 7. The Asset Swap-Credit Default Swap Basis