Understanding Credit Derivatives and Related Instruments

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9780128001165: Understanding Credit Derivatives and Related Instruments
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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, it 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 up-front 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 and who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with Understanding Credit Derivatives and Related Instruments. * 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 (CDX, iTraxx, etc.) and CDS written on sovereigns

Biografía 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.

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Antulio Bomfim
Editorial: Academic Press Inc 2015-08-01 (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
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Descripción Academic Press Inc 2015-08-01, 2015. Hardcover. Estado de conservación: New. Nº de ref. de la librería NU-ELS-00006565

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Antulio Bomfim
Editorial: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
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Descripción Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Estado de conservación: New. 2nd Revised edition. 229 x 152 mm. 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

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Antulio Bomfim
Editorial: Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
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Descripción Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Estado de conservación: New. 2nd Revised edition. 229 x 152 mm. 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

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Descripción Estado de conservación: New. US Edition Book In Mint condition. Shipping with Trackable Method. Nº de ref. de la librería 012800116X-TOS

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Antulio Bomfim
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Descripción Elsevier Science Publishing Co Inc 2015-11-17, San Diego, 2015. hardback. Estado de conservación: New. Nº de ref. de la librería 9780128001165

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Descripción Elsevier Science Publishing Co Inc. Hardback. Estado de conservación: new. BRAND NEW, Understanding Credit Derivatives and Related Instruments (2nd Revised edition), Antulio Bomfim, 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. Nº de ref. de la librería B9780128001165

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Bomfim, Antulio N.
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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 GB-9780128001165

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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

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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

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Descripción Estado de conservación: New. New. US edition. Perfect condition. Ship by express service to USA, Canada, Australia, France, Italy, UK, Germany and Netherland. Customer satisfaction our priority. Nº de ref. de la librería ABE-FEB-115791

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