Meissner Credit Derivatives

Application, Pricing, and Risk Management
1. Auflage 2009
ISBN: 978-1-4051-3746-1
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 248 Seiten, E-Book

The market for credit derivatives--financial instruments designedto transfer credit risk from one party to another--has grownexponentially in recent years, with volume expected to reach morethan $4.8 trillion by 2004. With demand increasing from the privatesector for finance professionals trained in the opportunities--anddangers--inherent in this fast-changing market, finance courses arealready springing up to meet this need.
Credit Derivatives:
* * Explains the field of credit derivatives to business studentswith a background in finance
* Cites real-world examples throughout, reinforced byend-of-chapter questions and internet links to pricing models
* Provides a concise overview of the field that is ideal forinstructors seeking to supplement traditional derivatives coursematerial, as well as those looking to offer a stand-alone course oncredit derivatives.

Autoren/Hrsg.

Meissner, Gunter

Inhaltsverzeichnis

Introduction: The Basics of Credit Derivatives.
1. The Market for Credit Derivatives.
2. Credit Derivative Products.
3. Synthetic Structures.
4. Application of Credit Derivatives.
5. The Pricing of Credit Derivatives.
6. Risk Management with Credit Derivatives.
Appendix.
Glossary of Notation.
Glossary of Terms.
Index

Über Autor(innen)

Gunter Meissner is Professor of Finance at Hawaii Pacific University, and is author of Outperform the Dow: Using Options, Futures, and Portfolio Strategies to Beat the Market (Wiley, 2000). He is also Founder and President of Derivatives Software.