Understanding Credit Derivatives and Related Instruments, Second Edition

3,33 valoración promedio
( 3 valoraciones por Goodreads )
 
9780128001165: Understanding Credit Derivatives and Related Instruments, Second Edition

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.

  • Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors
  • Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment
  • Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more

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

From the Back Cover:

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.

About the Author:

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.

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

Comprar nuevo Ver libro

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

Antulio Bomfim
Editorial: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Tapa dura Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Estado de conservación: New. 2nd edition. Language: English . Brand New Book. 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. Nº de ref. de la librería AA59780128001165

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,19
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Cantidad: 2
Librería
firstbookstore
(New Delhi, India)
Valoración
[?]

Descripción Estado de conservación: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Nº de ref. de la librería AIND-85384

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,20
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De India a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Cantidad: 1
Librería
Bookshub
(Karol Bagh, India)
Valoración
[?]

Descripción Estado de conservación: New. New. US edition. Perfect condition. Customer satisfaction our priority. Nº de ref. de la librería ABE-FEB-336

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,94
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De India a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Cantidad: 1
Librería
EBOOKSTORE2010
(New Delhi, ND, India)
Valoración
[?]

Descripción Estado de conservación: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Nº de ref. de la librería SHUB336

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,98
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De India a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Antulio Bomfim
Editorial: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Tapa dura Cantidad: 10
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Estado de conservación: New. 2nd edition. Language: English . Brand New Book. 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. Nº de ref. de la librería AA59780128001165

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 67,78
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Cantidad: 2
Librería
Romtrade Corp.
(STERLING HEIGHTS, MI, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery. Nº de ref. de la librería AUSBNEW-85384

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 69,93
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Cantidad: 1
Librería
Basi6 International
(Irving, TX, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: Brand New. New, US edition. Excellent Customer Service. Nº de ref. de la librería ABEUSA-336

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 69,94
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Antulio Bomfim
Editorial: Elsevier
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Cantidad: 10
Librería
Majestic Books
(London, ,, Reino Unido)
Valoración
[?]

Descripción Elsevier. Estado de conservación: New. Nº de ref. de la librería 95214092

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 67,37
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 6,24
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Bomfim, Antulio
Editorial: Elsevier Science Publishing Co Inc (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Tapa dura Cantidad: 5
Librería
Valoración
[?]

Descripción Elsevier Science Publishing Co Inc, 2015. Estado de conservación: New. Num Pages: 420 pages. BIC Classification: KFFK; KFFL; KFFM. Category: (P) Professional & Vocational. Dimension: 229 x 152. . . 2015. 2nd Edition. Hardcover. . . . . . Nº de ref. de la librería V9780128001165

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 74,87
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Irlanda a Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Bomfim, Antulio
Editorial: Academic Press (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
Nuevos Cantidad: 5
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción Academic Press, 2015. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería BB-9780128001165

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 67,32
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,21
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda