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Credit Derivatives: Instruments, Applications, and Pricing - Couverture rigide

 
9780471466000: Credit Derivatives: Instruments, Applications, and Pricing
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Book by Anson PhD CFA Mark J P Fabozzi CFA Frank J Choudh

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur :
An essential guide to credit derivatives
Credit derivatives has become one of the fastest–growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in–depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real–world practice and applications of credit derivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London.
Ren–Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.
Quatrième de couverture :
Credit derivatives are the newest entrant to the world of derivatives and they have quickly become one of the fastest–growing areas of interest in global derivatives and risk management. Credit Derivatives: Instruments, Applications, and Pricing provides an in–depth explanation of this risk management tool, which has been increasingly used to manage credit risk in banking and capital markets.

In this comprehensive text, Mark J.P. Anson, Frank J. Fabozzi, Moorad Choudhry, and Ren–Raw Chen cover everything, from the basics of why credit risk is important, to accounting and tax implications of credit derivatives.

Key topics discussed in this essential guidebook include:

  • Types of credit risk
  • Credit default swaps
  • Credit–linked notes
  • Synthetic collateralized debt obligation structures
  • Credit risk modeling: structural models and reduced form models
  • Options and forwards on credit–related spread products
  • Pricing of credit default swaps

Using Bloomberg screens, illustrative examples, basic investment theory, and mathematics, Credit Derivatives covers the real–world practice and applications of credit derivatives products.

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

  • ÉditeurJohn Wiley & Sons
  • Date d'édition2004
  • ISBN 10 047146600X
  • ISBN 13 9780471466000
  • ReliureRelié
  • Nombre de pages342
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Autres éditions populaires du même titre

9781883249618: Credit Derivatives

Edition présentée

ISBN 10 :  ISBN 13 :  9781883249618
Editeur : Frank J. Fabozzi Associates, 1999
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Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; Chen, Ren-Raw
Edité par Wiley (2004)
ISBN 10 : 047146600X ISBN 13 : 9780471466000
Neuf Couverture rigide Quantité disponible : 1
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