Understanding Credit Derivatives and Related Instruments - Couverture rigide

Bomfim, Antulio N.

Couverture rigide

ISBN 10 : 012800116X ISBN 13 : 9780128001165

Editeur : Academic Press Inc, 2015

Synopsis

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.

A propos du livre

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.

Détails de l'édition

• Éditeur: Academic Press Inc
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 012800116X
• ISBN 13: 9780128001165
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 420
• Coordonnées du fabricant: non disponible
• Personne responsable: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Allemagne