Téléchargez le livre : Modelling Single-name and Multi-name Credit Derivatives

Modelling Single-name and Multi-name Credit Derivatives



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Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2011-03-08



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Description
Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners.
This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.
Pages
512 pages
Collection
The Wiley Finance Series
Parution
2011-03-08
Marque
Wiley
EAN papier
9780470519288
EAN PDF
9780470696767
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
512
Taille du fichier
6400 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
106,55 €
EAN EPUB
9781119995449
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
512
Taille du fichier
7854 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
106,55 €

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