Understanding Credit Derivatives and Related Instruments - Tapa dura

Bomfim, Antulio N.

 
9780128001165: Understanding Credit Derivatives and Related Instruments
Tapa dura
ISBN 10: 012800116X ISBN 13: 9780128001165
Editorial: Academic Press Inc, 2015

Sinopsis

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 standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Antulio N. Bomfim Senior Managing Director and Co-Head of Monetary Policy Insights at Macroeconomic Advisers, LLC. He received his M.A. and Ph.D. in

Economics at the University of Maryland and his M.Sc.in Mathematical Finance at the University of Oxford.

De la contraportada

This intuitive, rigorous overview links academic theory with the practices valuing and trading credit derivatives. Rather than presenting highly technical explorations, it offers summaries of major subjects and the principal perspectives associated with them. Its 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 crisis, including standardized premiums and up-front payments. The analyses of regulatory responses to the crisis (Basel III, Dodd Frank, etc) for the credit derivatives market include all the necessary statistical and mathematical background for readers to easily follow the pricing parts. Every reader who is familiar with mid-level mathematics and who wants to understand the functioning of the derivatives markets (both on the practice and academic side) can fully satisfy his or her interests with Understanding Credit Derivatives and Related Instruments.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Academic Press Inc
Año de publicación
2015
Idioma
Inglés
ISBN 10 
012800116X
ISBN 13 
9780128001165
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
420
Contacto del fabricante
no disponible
Persona responsable
Yeepin GmbH
492000000000
sunshine12232@outlook.com

Alleestr.11
Kaiserslautern
Rheinland-Pfalz
67655
Alemania