Foreword - PART 1: DERIVATIVES AND RISK - Introduction - Classification and Quantification of Credit Risk - PART 2: THE CREDIT RISK OF COMPLEX OPTIONS - Quantifying Option Credit Risk - The Credit Risk of Compound Option Strategies - The Credit Risk of Complex Options - PART 3: THE CREDIT RISK OF COMPLEX SWAPS - Quantifying Swap Credit Risk - The Credit Risk of Complex Swaps - PART 4: THE CREDIT RISK MANAGEMENT OF DERIVATIVE EXPOSURES - Credit Risk Management of Derivative Portfolios: Quantitative Issues - Credit Risk Management of Derivative Portfolios: Qualitative Issues - Appendixes - Option Valuation - A Model for Calculating Swap Risk - 20 Questions for the Derivatives Desk - Glossary - References
"Sinopsis" puede pertenecer a otra edición de este libro.
' ...the author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge. ....essential reference material for any derivative-focused credit department.' - Tony Aston of Chase Manhattan, London in Risk
This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
"Sobre este título" puede pertenecer a otra edición de este libro.
Librería: Basi6 International, Irving, TX, Estados Unidos de America
Condición: Brand New. New. Delivery takes 20-25 days. Print on Demand. Nº de ref. del artículo: POD-328997
Cantidad disponible: Más de 20 disponibles
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Condición: New. In. Nº de ref. del artículo: ria9780333694626_new
Cantidad disponible: Más de 20 disponibles
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condición: New. Discusses and analyzes the credit risks of financial derivatives. This book includes an overview of the regulatory environment with the emphasis on risk management, a review of complex options and swaps, and discussion of portfolio credit risk issues and techniques. Series: Finance and Capital Markets Series. Num Pages: 401 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 140 x 34. Weight in Grams: 661. . 1997. 2 Rev ed. Hardback. . . . . Nº de ref. del artículo: V9780333694626
Cantidad disponible: Más de 20 disponibles
Librería: Books Puddle, New York, NY, Estados Unidos de America
Condición: New. pp. 404. Nº de ref. del artículo: 26357105129
Cantidad disponible: 4 disponibles
Librería: moluna, Greven, Alemania
Gebunden. Condición: New. This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis o. Nº de ref. del artículo: 458424430
Cantidad disponible: Más de 20 disponibles
Librería: Majestic Books, Hounslow, Reino Unido
Condición: New. Print on Demand pp. 404 44:B&W 5.5 x 8.5 in or 216 x 140 mm (Demy 8vo) Case Laminate on Creme w/Gloss Lam. Nº de ref. del artículo: 356467254
Cantidad disponible: 4 disponibles
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Condición: New. PRINT ON DEMAND pp. 404. Nº de ref. del artículo: 18357105123
Cantidad disponible: 4 disponibles
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
Condición: New. Discusses and analyzes the credit risks of financial derivatives. This book includes an overview of the regulatory environment with the emphasis on risk management, a review of complex options and swaps, and discussion of portfolio credit risk issues and techniques. Series: Finance and Capital Markets Series. Num Pages: 401 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 140 x 34. Weight in Grams: 661. . 1997. 2 Rev ed. Hardback. . . . . Books ship from the US and Ireland. Nº de ref. del artículo: V9780333694626
Cantidad disponible: Más de 20 disponibles
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Buch. Condición: Neu. Neuware - This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk. Nº de ref. del artículo: 9780333694626
Cantidad disponible: 2 disponibles