Understanding Credit Derivatives and Related Instruments

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Read or download book entitled Understanding Credit Derivatives and Related Instruments written by Antulio N. Bomfim and published by Academic Press in PDF, EPUB and Kindle Format. Click Get This Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like. We cannot guarantee that Understanding Credit Derivatives and Related Instruments book is available in the library.

  • Publisher : Academic Press
  • Release : 06 December 2004
  • ISBN : 9780121082659
  • Page : 355 pages
  • Rating : 4.5/5 from 103 voters

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Comprehensive introduction to the main isues in the credit derivatives market, including an accessible introduction to valuation methods.

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Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antulio N. Bomfim
  • Publisher : Academic Press
  • Release Date : 2004-12-06
  • ISBN : 9780121082659
GET THIS BOOKUnderstanding Credit Derivatives and Related Instruments

Comprehensive introduction to the main isues in the credit derivatives market, including an accessible introduction to valuation methods.

Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antulio N. Bomfim
  • Publisher : Academic Press
  • Release Date : 2015-11-23
  • ISBN : 9780128004906
GET THIS BOOKUnderstanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including

Structured Products and Related Credit Derivatives

Structured Products and Related Credit Derivatives
  • Author : Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi
  • Publisher : John Wiley & Sons
  • Release Date : 2008-06-20
  • ISBN : 047036923X
GET THIS BOOKStructured Products and Related Credit Derivatives

Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.

Credit Derivatives

Credit Derivatives
  • Author : Mark J. P. Anson,Frank J. Fabozzi,Moorad Choudhry,Ren-Raw Chen
  • Publisher : John Wiley & Sons
  • Release Date : 2004-02-01
  • ISBN : 9780471652380
GET THIS BOOKCredit Derivatives

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;

An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release Date : 2012-12-31
  • ISBN : 9780080982984
GET THIS BOOKAn Introduction to Credit Derivatives

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision. Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps and related pricing, asset swaps,

Credit Derivatives, Revised Edition

Credit Derivatives, Revised Edition
  • Author : George Chacko,Anders Sjöman,Hideto Motohashi,Vincent Dessain
  • Publisher : FT Press
  • Release Date : 2015-12-18
  • ISBN : 9780133249194
GET THIS BOOKCredit Derivatives, Revised Edition

Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds—and all financial professionals need to understand them. Credit Derivatives, Revised Edition, explains these tools simply, clearly, and rigorously: what they do, how they work, and how to use them in today’s applications. The authors first show how credit risk can be measured and valued. They

FINANCIAL DERIVATIVES

FINANCIAL DERIVATIVES
  • Author : S.L. GUPTA
  • Publisher : PHI Learning Pvt. Ltd.
  • Release Date : 2017-07-01
  • ISBN : 9788120353480
GET THIS BOOKFINANCIAL DERIVATIVES

This highly acclaimed text, designed for postgraduate students of management, commerce, and financial studies, has been enlarged and updated in its second edition by introducing new chapters and topics with its focus on conceptual understanding based on practical examples. Each derivative product is illustrated with the help of diagrams, charts, tables and solved problems. Sufficient exercises and review questions help students to practice and test their knowledge. Since this comprehensive text includes latest developments in the field, the students pursuing

The Risks and Benefits of Credit Default Swaps and the Impact of a New Regulatory Environment

The Risks and Benefits of Credit Default Swaps and the Impact of a New Regulatory Environment
  • Author : Christoph Theis
  • Publisher : Haupt Verlag AG
  • Release Date : 2014
  • ISBN : 9783258078854
GET THIS BOOKThe Risks and Benefits of Credit Default Swaps and the Impact of a New Regulatory Environment

Since the breakout of the current financial crisis and the failures of system-relevant financial institutions such as Lehman Brothers, Bear Stearns and AIG, credit default swaps (CDSs) are being perceived as a double-edged sword and are the subject of a lively discussion in the academic community as well as in the media. In addition, a new regulatory framework is currently under way to be implemented at the European level, which will have a significant impact on CDS market participants. The

Credit Default Swaps

Credit Default Swaps
  • Author : Christopher L. Culp,Andria van der Merwe,Bettina J. Stärkle
  • Publisher : Springer
  • Release Date : 2018-07-12
  • ISBN : 9783319930763
GET THIS BOOKCredit Default Swaps

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they

Credit Derivatives

Credit Derivatives
  • Author : Janet M. Tavakoli
  • Publisher : Unknown
  • Release Date : 1998-06-23
  • ISBN : IND:30000056339652
GET THIS BOOKCredit Derivatives

A comprehensive first look at one of today's fastest growing investment and risk management mechanisms. "If you want to know more about credit derivatives-and these days an increasing number of people do-then you should read this book." -Merton H. Miller, winner, Nobel Prize in Economics, 1990 Robert R. McCormick Distinguished Service Professor Emeritus, University of Chicago Graduate School of Business. "Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution. She combines her extensive experience and deep understanding of the

Credit Derivatives and Synthetic Structures

Credit Derivatives and Synthetic Structures
  • Author : Janet M. Tavakoli
  • Publisher : John Wiley & Sons
  • Release Date : 2001-07-16
  • ISBN : 047141266X
GET THIS BOOKCredit Derivatives and Synthetic Structures

Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. "If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book." --Merton H. Miller, winner, Nobel Prize in Economics, 1990 "Tavakoli brings extraordinary insight and clarity

Insider Trading

Insider Trading
  • Author : Paul U. Ali,Greg N. Gregoriou
  • Publisher : CRC Press
  • Release Date : 2008-08-22
  • ISBN : 1420074032
GET THIS BOOKInsider Trading

Essential Reading on an Expanding Phenomenon The recent growth in mergers and acquisitions worldwide has been accompanied by a resurgence in insider trading on a scale not witnessed since the 1980s takeovers boom. Given the greater emphasis on insider trading in the global securities markets, this text combines the latest law and finance research on this ever-intriguing area with timely, expert perspectives to comprehensively cover the established US, European, and Asia-Pacific securities markets, as well as the key emerging markets

The Art of Credit Derivatives

The Art of Credit Derivatives
  • Author : Joao Garcia,Serge Goossens
  • Publisher : John Wiley & Sons
  • Release Date : 2010-02-16
  • ISBN : 0470684968
GET THIS BOOKThe Art of Credit Derivatives

Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater. The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this

Mathematics in Finance

Mathematics in Finance
  • Author : Santiago Carrillo Menéndez,José Luis Fernández Pérez
  • Publisher : American Mathematical Soc.
  • Release Date : 2010
  • ISBN : 9780821846735
GET THIS BOOKMathematics in Finance

This volume contains survey papers on mathematical finance based on some courses given at the ""Lluis Santalo"" Summer School of the Real Sociedad Matematica Espanola, held in July 2007 at the Universidad Internacional Menendez Pelayo, Santander (Spain). The primary topics are pathwise approximations of stochastic differential equations, Hedge funds, and credit derivatives. The paper by L. Seco and F. Chen provides a systematic survey of hedge funds from a rigorous mathematical point of view. The related paper by M. Escobar, S.

Credit Risk Modeling using Excel and VBA

Credit Risk Modeling using Excel and VBA
  • Author : Gunter Löeffler,Peter N. Posch
  • Publisher : John Wiley & Sons
  • Release Date : 2011-01-31
  • ISBN : 9780470660928
GET THIS BOOKCredit Risk Modeling using Excel and VBA

It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly. The recent events therefore do not invalidate traditional credit risk modeling as described in the first edition of the book. A second edition is timely, however, because the first dealt relatively briefly with instruments featuring prominently