Understanding Credit Derivatives And Related Instruments - Couverture rigide

Bomfim, Antulio N.

 
9780121082659: Understanding Credit Derivatives And Related Instruments
Couverture rigide
ISBN 10 : 0121082652 ISBN 13 : 9780121082659
Editeur : Academic Press Inc, 2005

Synopsis

The global credit derivatives market is estimated to have grown from virtually nothing in the early 1990s to over $2 trillion dollars. Although still relatively young, the credit derivatives market has already developed to the point where one can characterize its evolution in terms of developments in its various segments, such as the market for single-name credit derivatives or the market for credit derivatives written on sovereign credits. Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.

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À propos de l'auteur

Antulio N. Bomfim Senior Managing Director and Co-Head of Monetary Policy Insights at Macroeconomic Advisers, LLC. He received his M.A. and Ph.D. in

Economics at the University of Maryland and his M.Sc.in Mathematical Finance at the University of Oxford.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press Inc
Date d'édition
2005
Langue
anglais
ISBN 10 
0121082652
ISBN 13 
9780121082659
Reliure
Relié
Nombre de pages
360
Coordonnées du fabricant
non disponible
Personne responsable
Yeepin GmbH
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