The Oxford Handbook of Credit Derivatives (Oxford Handbooks in Finance)

0 valoración promedio
( 0 valoraciones por GoodReads )
9780199669486: The Oxford Handbook of Credit Derivatives (Oxford Handbooks in Finance)
Críticas:

Review from previous edition If ever there was an area in quantitative finance that needed some penetrating light cast on it, it would be the arcane world of credit derivatives. This valuable collection of top-notch contributions from the foremost experts in the field does just that: it illuminates its subject with great clarity and breadth, and deserves to remain a standard reference for years to come. I commend the editors for their selection and organization of topics, and highly recommend this book ( Leif Andersen, Co-head of Global Quant Group, Bank of America Merrill Lynch)

Alex Lipton and Andrew Rennie, seasoned and well-respected experts in the field, have done an excellent job of gathering contributions from some of the best experts in the field to provide a comprehensive overview of existing frameworks and directions of research in credit risk modeling. This handbook provides valuable insights to practitioners, regulators and scholars involved with credit derivatives credit risk management and will doubtlessly become a reference on this topic. ( Rama Cont, Associate Professor, Columbia University, New York)

This book provides a wide-ranging survey of the state-of-the-art of credit derivatives. Including contributions from leading practitioners, academics and commentators it describes the theory and practice of these instruments which have reshaped the financial industry in recent years and which have been at the centre of the credit crisis and subsequent banking crises. The material is treated in a technically sophisticated way and covers statistical issues, modelling of single and multi-name credits, counterparty risk, tail risk and securitization. An ideal primer and reference work which gives a comprehensive overview. ( Martin Baxter, Nomura International, London)

Most chapters in the handbook are rigorously written with comprehensive literature reviews and self-contained technical details. With a big picture of the recent credit crisis, this handbook aims to provide an up-to-date quantitative perspective and a detailed toolbox for modelling credit derivatives. The editors and contributors have achieved their goal. This handbook should be on the shelf of every serious researcher and practitioner for reference on credit derivative modelling. I recommend this book without hesitation. ( Long Kang, Journal of Applied Statistics)

Críticas:

If ever there was an area in quantitative finance that needed some penetrating light cast on it, it would be the arcane world of credit derivatives. This valuable collection of top-notch contributions from the foremost experts in the field does just that: it illuminates its subject with great clarity and breadth, and deserves to remain a standard reference for years to come. I commend the editors for their selection and organization of topics, and highly recommend this book ( Leif Andersen, Co-head of Global Quant Group, Bank of America Merrill Lynch)

Alex Lipton and Andrew Rennie, seasoned and well-respected experts in the field, have done an excellent job of gathering contributions from some of the best experts in the field to provide a comprehensive overview of existing frameworks and directions of research in credit risk modeling. This handbook provides valuable insights to practitioners, regulators and scholars involved with credit derivatives credit risk management and will doubtlessly become a reference on this topic. ( Rama Cont, Associate Professor, Columbia University, New York)

This book provides a wide-ranging survey of the state-of-the-art of credit derivatives. Including contributions from leading practitioners, academics and commentators it describes the theory and practice of these instruments which have reshaped the financial industry in recent years and which have been at the centre of the credit crisis and subsequent banking crises. The material is treated in a technically sophisticated way and covers statistical issues, modelling of single and multi-name credits, counterparty risk, tail risk and securitization. An ideal primer and reference work which gives a comprehensive overview. ( Martin Baxter, Nomura International, London)

Most chapters in the handbook are rigorously written with comprehensive literature reviews and self-contained technical details. With a big picture of the recent credit crisis, this handbook aims to provide an up-to-date quantitative perspective and a detailed toolbox for modelling credit derivatives. The editors and contributors have achieved their goal. This handbook should be on the shelf of every serious researcher and practitioner for reference on credit derivative modelling. I recommend this book without hesitation. ( Long Kang, Journal of Applied Statistics)

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

Los mejores resultados en AbeBooks

1.

Alexander
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Cantidad: 20
Librería
Rem Distributors
(NORWALK, CT, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Estado de la sobrecubierta: New. Shipped promptly and delivered within 3 to 5 working days. For PO BOX, APO, FPO and Puerto Rico addresses delivery done in 8 to 10 working days. Serving customers since 2006. Thousand of satisfied customers!. Nº de ref. de la librería MISC_9780199669486_Oxfor0912_17

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

Comprar nuevo
EUR 16,32
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,64
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Lipton, Alexander; Rennie, Andrew
Editorial: Oxford University Press (2013)
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Paperback Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Oxford University Press, 2013. Paperback. Estado de conservación: New. book. Nº de ref. de la librería 0199669481

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

Comprar nuevo
EUR 29,28
Convertir moneda

Añadir al carrito

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

3.

Alexander
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Cantidad: 2
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 SHUB24794

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

Comprar nuevo
EUR 45,81
Convertir moneda

Añadir al carrito

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

4.

Alexander
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Cantidad: 2
Librería
Bookshub
(Karol Bagh, India)
Valoración
[?]

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-24794

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

Comprar nuevo
EUR 45,85
Convertir moneda

Añadir al carrito

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

5.

ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Cantidad: 12
Librería
BWB
(Valley Stream, NY, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97801996694860000000

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

Comprar nuevo
EUR 46,65
Convertir moneda

Añadir al carrito

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

6.

Alexander Lipton, Andrew Rennie
Editorial: Oxford University Press, United Kingdom (2013)
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Paperback Cantidad: 10
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción Oxford University Press, United Kingdom, 2013. Paperback. Estado de conservación: New. Reprint. 244 x 168 mm. Language: English . Brand New Book. From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation. Both reduced-form and firm-value models for the default of single entities are considered in detail, with extensive discussion of both their theoretical underpinnings and practical usage in pricing and risk. For multiple entity modelling, the now notorious Gaussian copula is discussed with analysis of its shortcomings, as well as a wide range of alternative approaches including multivariate extensions to both firm-value and reduced form models, and continuous-time Markov chains. One important case of multiple entities modelling - counterparty risk in credit derivatives - is further explored in two dedicated chapters. Alternative non-Gaussian approaches to modelling are also discussed, including extreme-value theory and saddle-point approximations to deal with tail risk. Finally, the recent growth in securitisation is covered, including house price modelling and pricing models for asset-backed CDOs. The current credit crisis has brought modelling of the previously arcane credit markets into the public arena. Lipton and Rennie with their excellent team of contributors, provide a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. Though technical in nature, the pros and cons of various approaches attempt to provide a balanced view of the role that mathematical modelling plays in the modern credit markets. This book will appeal to students and researchers in statistics, economics, and finance, as well as practitioners, credit traders, and quantitative analysts. Nº de ref. de la librería AOP9780199669486

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

Comprar nuevo
EUR 46,87
Convertir moneda

Añadir al carrito

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

7.

Editorial: Oxford University Press, United Kingdom (2013)
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Paperback Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción Oxford University Press, United Kingdom, 2013. Paperback. Estado de conservación: New. Reprint. 244 x 168 mm. Language: English . Brand New Book. From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelling, covering statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation. Both reduced-form and firm-value models for the default of single entities are considered in detail, with extensive discussion of both their theoretical underpinnings and practical usage in pricing and risk. For multiple entity modelling, the now notorious Gaussian copula is discussed with analysis of its shortcomings, as well as a wide range of alternative approaches including multivariate extensions to both firm-value and reduced form models, and continuous-time Markov chains. One important case of multiple entities modelling - counterparty risk in credit derivatives - is further explored in two dedicated chapters. Alternative non-Gaussian approaches to modelling are also discussed, including extreme-value theory and saddle-point approximations to deal with tail risk. Finally, the recent growth in securitisation is covered, including house price modelling and pricing models for asset-backed CDOs. The current credit crisis has brought modelling of the previously arcane credit markets into the public arena. Lipton and Rennie with their excellent team of contributors, provide a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. Though technical in nature, the pros and cons of various approaches attempt to provide a balanced view of the role that mathematical modelling plays in the modern credit markets. This book will appeal to students and researchers in statistics, economics, and finance, as well as practitioners, credit traders, and quantitative analysts. Nº de ref. de la librería AOP9780199669486

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

Comprar nuevo
EUR 46,90
Convertir moneda

Añadir al carrito

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

8.

Alexander
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Cantidad: 2
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-24794

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

Comprar nuevo
EUR 48,41
Convertir moneda

Añadir al carrito

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

9.

Lipton, Alexander
Editorial: OUP Oxford (2013)
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Cantidad: 12
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción OUP Oxford, 2013. PAP. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FU-9780199669486

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

Comprar nuevo
EUR 39,38
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,41
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

10.

LIPTON,RENNIE
ISBN 10: 0199669481 ISBN 13: 9780199669486
Nuevos Cantidad: 5
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-113881

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

Comprar nuevo
EUR 50,61
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De India 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