Credit Derivatives (PDF)
Instruments, Applications, and Pricing
(Sprache: Englisch)
An essential guide to credit derivatives
Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has...
Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has...
sofort als Download lieferbar
eBook (pdf)
Fr. 70.00
inkl. MwSt.
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Credit Derivatives (PDF)“
An essential guide to credit derivatives
Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has been increasingly used to manage creditrisk in banking and capital markets. Anson discusses everythingfrom the basics of why credit risk is important to accounting andtax implications of credit derivatives. Key topics covered in thisessential guidebook include: credit swaps; credit forwards; creditlinked notes; and credit derivative pricing models. Anson alsodiscusses the implications of credit risk management as well ascredit derivative regulation. Using charts, examples, basicinvestment theory, and elementary mathematics, Credit Derivativesillustrates the real-world practice and applications of creditderivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officerat Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the InternationalCenter for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in StructuredFinance Services with JP Morgan Chase Bank in London.
Ren-Raw Chen is an Assistant and Associate Professor at the RutgersUniversity Faculty of Management.
Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has been increasingly used to manage creditrisk in banking and capital markets. Anson discusses everythingfrom the basics of why credit risk is important to accounting andtax implications of credit derivatives. Key topics covered in thisessential guidebook include: credit swaps; credit forwards; creditlinked notes; and credit derivative pricing models. Anson alsodiscusses the implications of credit risk management as well ascredit derivative regulation. Using charts, examples, basicinvestment theory, and elementary mathematics, Credit Derivativesillustrates the real-world practice and applications of creditderivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officerat Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the InternationalCenter for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in StructuredFinance Services with JP Morgan Chase Bank in London.
Ren-Raw Chen is an Assistant and Associate Professor at the RutgersUniversity Faculty of Management.
Inhaltsverzeichnis zu „Credit Derivatives (PDF)“
Preface. About the Authors. Chapter 1. Introduction. Chapter 2. Types of Credit Risk. Chapter 3. Credit Default Swaps. Chapter 4. Asset Swaps and the Credit Default Swap Basis. Chapter 5. Total Return Swaps. Chapter 6. Credit-Linked Notes. Chapter 7. Synthetic Collateralized Debt Obligation Structures. Chapter 8. Credit Risk Modeling: Structural Models. Chapter 9. Credit Risk Modeling: Reduced Form Models. Chapter 10. Pricing of Credit Default Swaps. Chapter 11. Options and Forwards on Credit-Related Spread Products. Chapter 12. Accounting for Credit Derivatives. Chapter 13. Taxation of Credit Derivatives. Index.
Autoren-Porträt von Mark J. P. Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen
MARK J.P. ANSON, PhD, CFA, is the Chief Investment Officer atCalPERS and is a frequent contributor to academic and professionalpublications on the topics of risk management, derivatives, andportfolio management.FRANK J. FABOZZI, PhD, CFA, is the Frederick Frank AdjunctProfessor of Finance at Yale University's School ofManagement, a Fellow of the International Center for Finance atYale University, and Editor of the Journal of PortfolioManagement.
MOORAD CHOUDHRY is Head of Treasury at KBC Financial Products UKLimited, and a Fellow at the Centre for Mathematical Trading andFinance, CASS Business School.
REN-RAW CHEN, PhD, is an Associate Professor of Finance atRutgers University School of Business (New Brunswick), a frequentcontributor to major academic finance journals, and a speaker atmany academic conferences.
Bibliographische Angaben
- Autoren: Mark J. P. Anson , Frank J. Fabozzi , Moorad Choudhry , Ren-Raw Chen
- 2004, 1. Auflage, 288 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0471652385
- ISBN-13: 9780471652380
- Erscheinungsdatum: 01.02.2004
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 6.91 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Credit Derivatives"
0 Gebrauchte Artikel zu „Credit Derivatives“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Credit Derivatives".
Kommentar verfassen