Understanding credit derivatives and related instruments
Başlık:
Understanding credit derivatives and related instruments
Yazar:
Bomfim, Antúlio N. (Antúlio Neves)
ISBN:
9780080481487
9780128004906
Yazar Ek Girişi:
Yayın Bilgileri:
Amsterdam : Elsevier Academic Press, ©2005.
Fiziksel Tanımlama:
1 online resource (xiv, 339 pages) : illustrations.
Seri:
Academic Press advanced finance series
Academic Press advanced finance series.
İçerik:
1 Credit Derivatives: A Brief Overview -- 2 The Credit Derivatives Market -- 3 Main Uses of Credit Derivatives -- 4 Floating-Rate Notes -- 5 Asset Swaps -- 6 Credit Default Swaps -- 7 Total Return Swaps -- 8 Spread and Bond Options -- 9 Basket Default Swaps -- 10 Portfolio Default Swaps -- 11 Principal-Protected Structures -- 12 Credit-Linked Notes -- 13 Repackaging Vehicles -- 14 Synthetic CDOs -- 15 Valuing Defaultable Bonds -- 16 The Credit Curve -- 17 Main Credit Modeling Approaches -- 18 Valuing of Credit Options -- 19 The Basics of Portfolio Credit Risk -- 20 Valuing Basket Default Swaps -- 21 Valuing Portfolio Swaps and CDOs -- 22 A Quick Tour of Commercial Models -- 23 Modeling Counterparty Credit Risk -- 24 Anatomy of a CDS Transaction -- 25 A Primer on Bank Regulatory Issues -- Appendix A Basic Concepts from Bond Math -- Appendix B Basic Concepts from Statistics.
Özet:
Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models. * Offers a broad overview of this growing field * Discusses all the main types of credit derivatives * Provides back-of-the-book summary of statistics and fixed-income mathematics.
Elektronik Erişim:
ScienceDirect http://www.sciencedirect.com/science/book/9780121082659Mevcut:*
Yer Numarası | Demirbaş Numarası | Shelf Location | Lokasyon / Statüsü / İade Tarihi |
---|---|---|---|
HG6024 .A3 B66 2005 EB | 1188971-1001 | Elsevier E-Kitap Koleksiyonu | Arıyor... |
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