Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments

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9780133249187: Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments
From the Publisher:

Now, there's a completely up-to-date guide on credit derivatives that's ideal for all working financial professionals and students entering the field. Credit Derivatives, Second Edition has been fully updated to explain today's credit risk markets clearly and simply, in language any practitioner or advanced business student can understand. The authors begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it. The authors, including leading practitioner George Chacko, have updated all content throughout to reflect today's instruments, rules, and practices. For wide audiences of finance professionals, analysts, MBA/Executive MBA students and upper-level undergraduates who need a thorough understanding of modern credit derivatives.

About the Author:

George Chacko (San Jose, CA) is Associate Professor of Finance at Santa Clara University's Leavey School of Business and Managing Partner at Confluentis Investments LLC. He has served as Associate Professor at Harvard Business School, Managing Director at State Street Bank, and Chief Investment Officer at Auda Alternative Investments. Chacko holds a Ph.D. and M.A. in Business Economics from Harvard and a B.S. from MIT. He currently teaches seminars on valuation throughout the US, and is author of several books. Anders Sjoman (Paris, France) is a senior researcher for Harvard Business School's Europe Research Center (ERC). He works across management disciplines throughout Europe, conducting research and developing intellectual material for HBS. He is an M.Sc.-graduate of the Stockholm School of Economics in Sweden. Hideto Motohashi, manager in the Financial System Division at NTT COMWARE Corporation, consults on risk management systems with financial institutions. He completed the Advanced Study Program at MIT as a fellow. He holds a master's degree in international management from Thunderbird, the Garvin School of International Management, and a bachelor's degree in chemistry from Keio University, Japan. Vincent Dessain (Paris, France) is Executive Director of the Harvard Business School's Europe Research Center (ERC). He previously served as Senior Director of Corporate Relationships at INSEAD, in Fontainebleau, and worked in management consulting with Booz-Allen & Hamilton. He has co-authored two business education books and over 40 case studies and research notes. He holds an MBA from Harvard Business School, a law degree from Leuven University, and a Business Administration degree from Louvain University. Chacko and Sjoman are co-authors of The Global Economic System (FT Press).

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Chacko, George; Sjoman, Anders; Motohashi, Hideto
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Descripción Pearson Education (US), United States, 2016. Hardback. Estado de conservación: New. 2nd Revised edition. 236 x 161 mm. Language: English . Brand New Book. 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 explain key ideas, such as recovery rates and credit spreads, and show how derivatives transfer credit risk to external investors. Next, they systematically demonstrate how credit risk models can describe and predict credit risk events. They cover structural models, including Merton and Black and Cox; empirical models, such as the Z-score model; and reduced-form models, such as Jarrow-Turnbull. The authors also present detailed explanations of two widely used instruments: credit default swaps (CDSs) and collateralized debt obligations (CDOs). Finally, building on what you ve learned, the authors offer a brand-new primer on today s applications for financial instruments with embedded credit risk. FINANCIAL STATEMENT ANALYSIS Perform preliminary financial analysis on any potential project UNDERSTAND, MEASURE, AND ASSESS CREDIT RISK Master core concepts, from credit spreads to default probabilities MASTER POWERFUL CREDIT RISK MODELING APPROACHES Learn structural, empirical, and reduced-form credit risk modeling GAIN DEEP INSIGHT INTO TODAY S INSTRUMENTS AND APPLICATIONS Understand CDSs, CDOs, and how credit-sensitive products are now used FOR EVERY FINANCIAL PRACTITIONER: BUY-SIDE AND SELL-SIDE For CFOs, treasurers, and other practitioners-everywhere from pension funds to commercial corporations. Nº de ref. de la librería AAS9780133249187

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Descripción Pearson Education (US), United States, 2016. Hardback. Estado de conservación: New. 2nd Revised edition. 236 x 161 mm. Language: English . Brand New Book. 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 explain key ideas, such as recovery rates and credit spreads, and show how derivatives transfer credit risk to external investors. Next, they systematically demonstrate how credit risk models can describe and predict credit risk events. They cover structural models, including Merton and Black and Cox; empirical models, such as the Z-score model; and reduced-form models, such as Jarrow-Turnbull. The authors also present detailed explanations of two widely used instruments: credit default swaps (CDSs) and collateralized debt obligations (CDOs). Finally, building on what you ve learned, the authors offer a brand-new primer on today s applications for financial instruments with embedded credit risk. FINANCIAL STATEMENT ANALYSIS Perform preliminary financial analysis on any potential project UNDERSTAND, MEASURE, AND ASSESS CREDIT RISK Master core concepts, from credit spreads to default probabilities MASTER POWERFUL CREDIT RISK MODELING APPROACHES Learn structural, empirical, and reduced-form credit risk modeling GAIN DEEP INSIGHT INTO TODAY S INSTRUMENTS AND APPLICATIONS Understand CDSs, CDOs, and how credit-sensitive products are now used FOR EVERY FINANCIAL PRACTITIONER: BUY-SIDE AND SELL-SIDE For CFOs, treasurers, and other practitioners-everywhere from pension funds to commercial corporations. Nº de ref. de la librería AAS9780133249187

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Descripción Pearson Education (US). Hardback. Estado de conservación: new. BRAND NEW, Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (2nd Revised edition), George K. Chacko, Anders Sjoman, Hideto Motohashi, Vincent Dessain, Now, there's a completely up-to-date guide on credit derivatives that's ideal for all working financial professionals and students entering the field. Credit Derivatives, Second Edition has been fully updated to explain today's credit risk markets clearly and simply, in language any practitioner or advanced business student can understand. The authors begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it. The authors, including leading practitioner George Chacko, have updated all content throughout to reflect today's instruments, rules, and practices. For wide audiences of finance professionals, analysts, MBA/Executive MBA students and upper-level undergraduates who need a thorough understanding of modern credit derivatives. Nº de ref. de la librería B9780133249187

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Descripción Hardcover. Estado de conservación: New. 2nd. 167mm x 237mm x. Hardcover. 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 busi.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 304 pages. 0.548. Nº de ref. de la librería 9780133249187

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