Credit Derivatives: Risk Management, Trading and Investing
- ISBN-10
- 0470024178
- ISBN-13
- 9780470024171
- Series
- Credit Derivatives
- Category
- Business & Economics
- Pages
- 338
- Language
- English
- Published
- 2005-09-27
- Publisher
- John Wiley & Sons
- Author
- Geoff Chaplin
Description
The credit derivatives market has developed rapidly over the lastten years and is now well established in the banking community andis increasingly making its presence felt in all areas of finance.This book covers the subject from credit bonds, asset swaps andrelated ‘real world’ issues such as liquidity, poordata, and credit spreads, to the latest innovations in portfolioproducts, hedging and risk management techniques. The bookconcentrates on practical issues and develops an understanding ofthe products through applications and detailed analysis of therisks and alternative means of trading. Credit Derivatives: RiskManagement, Trading and Investing provides: A description of the key products, applications, and ananalysis of typical trades including basis trading, hedging, andcredit structuring Analysis of the industry standard ‘default andrecovery’ and Copula models including many examples, and adescription of the models’ shortcomings Tools and techniques for the management of a portfolio or bookof credit risks including appropriate and inappropriate methods ofcorrelation risk management A thorough analysis of counterparty risk An intuitive understanding of credit correlation in reality andin the Copula model The CD in the back of this book includes an Evaluation Versionof Mathcad® 12 Single User Edition, which is reproduced bypermission. This software is a fully-functional trial of Mathcadwhich will expire 30 days from installation. For technical supportor more information see http://www.mathcad.com.
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Other editions
-
- 2010-04-19
- 420 pages
- Paperback
- John Wiley & Sons
-
- 2010-03-30
- 408 pages
- Ebook
- John Wiley & Sons
-
- 2009-02-04
- 248 pages
- Ebook
- John Wiley & Sons
-
- 2004-02-01
- 353 pages
- Paperback
- John Wiley & Sons
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