The Credit Market Handbook: Advanced Modeling Issues - Couverture rigide

Couverture rigide

ISBN 10 : 0471778621 ISBN 13 : 9780471778622

Editeur : John Wiley & Sons Inc, 2006

Synopsis

In The Credit Market Handbook, financial expert and Editor H. Gifford Fong has assembled a group of prominent professionals and academics familiar with the credit arena. In each chapter, a different expert analyzes a different issue related to todaya s dynamic credit market, including portfolio credit risk, valuation models, and the importance of modeling credit default. In bringing together these noted authors and their work, Fong provides you with a rich framework of research in the area of credit analysis. Some of the topics discussed within this comprehensive guide include: aeo Estimating default probabilities implicit in equity prices aeo Structural versus reduced form models: a new information--based perspective aeo Valuing high--yield bonds aeo Predictions of default probabilities in structural models of debt aeo And much more Filled with in--depth insight and expert advice, this invaluable resource offers you the critical information you need to succeed within todaya s credit market.

A propos du livre

À propos de l'auteur

H. GIFFORD FONG. Is President of Gifford Fong Associates, a firm specializing in fixed income, derivative product analysis, and asset allocation. He is also Editor of the Journal of Investment Management (JOIM). Mr. Fong has received a number of honors, including the Institute for Quantitative Research in Finance Award and the Financial Analysts Journal's Graham and Doff Award of Excellence. He is also coauthor of Fixed Income Portfolio Management and Advanced Fixed Income Portfolio Management.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2006
• Langue: anglais
• ISBN 10: 0471778621
• ISBN 13: 9780471778622
• Reliure: Relié
• Nombre de pages: 256
• Éditeur: Fong H. Gifford
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible