Credit Derivatives, Revised Edition

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9780133249187: Credit Derivatives, Revised Edition
Reseña del editor:

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.

Contraportada:

TODAY S COMPLETE GUIDE TO CREDIT RISK MARKETS AND APPLICATIONS FOR EVERY FINANCIAL PROFESSIONAL

  • Simple, yet rigorous explanations: no credit derivatives experience necessary
  • Covers principles, models, techniques, and widely used credit instruments, including CDSs and CDOs
  • Now includes detailed coverage of solving business problems with credit-sensitive instruments
Today s credit risk market is immense and immensely important, attracting everyone from hedge funds to banks and insurers. Today, corporate finance professionals must understand credit risk, both to manage risk in their own organizations and to consult with their clients. Most books in the field, however, are either too academic, or assume extensive experience. "Credit Derivatives, Revised Edition, " fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand. The authors first explain the underlying principles of credit, and the various risks associated with extending loans and other types of credit. Next, they systematically present today s leading methods and instruments for managing credit risk. You ll learn how models can be used to gauge credit risk, and how credit derivatives can be used to isolate the risk and sell it to someone willing to accept it. The authors introduce several of these credit derivatives such as total return swaps, credit spread options, and credit linked notes and devote two chapters to CDSs and CDOs, some of the market s most widely used credit instruments. They conclude with a brand-new chapter on using credit-sensitive instruments to solve problems in industries ranging from utilities to biotech to insurance."

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

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1.

Chacko, George; Anders Sj?man , Anders Sj?man ; Hideto Motohashi , Hideto Motohashi ; Vincent Dessain, Vincent Dessain
ISBN 10: 0133249182 ISBN 13: 9780133249187
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George K. Chacko, Anders Sjoman, Hideto Motohashi
Editorial: Pearson Education (US), United States (2016)
ISBN 10: 0133249182 ISBN 13: 9780133249187
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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 AAK9780133249187

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Chacko, George
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Descripción Prentice Hall, 2016. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería KB-9780133249187

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Descripción Prentice Hall. Estado de conservación: New. Brand New. Nº de ref. de la librería 0133249182

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George K. Chacko, Anders Sjoman, Hideto Motohashi
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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 AAK9780133249187

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Chacko, George
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Descripción Prentice Hall, 2016. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780133249187

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George K. Chacko, Anders Sjoman, Hideto Motohashi
Editorial: Pearson Education (US), United States (2016)
ISBN 10: 0133249182 ISBN 13: 9780133249187
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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 . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. 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 BZV9780133249187

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George Chacko
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Descripción Pearson Education, 2015. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780133249187

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George K. Chacko, Anders Sjoman, Hideto Motohashi, Vincent Dessain
Editorial: Pearson Education (US)
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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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George Chacko, Anders Sjöman, Hideto Motohashi, Vincent Dessain
Editorial: Pearson Education 2015-12-30, Old Tappan, New Jersey (2015)
ISBN 10: 0133249182 ISBN 13: 9780133249187
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Descripción Pearson Education 2015-12-30, Old Tappan, New Jersey, 2015. hardback. Estado de conservación: New. Nº de ref. de la librería 9780133249187

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