Credit Derivatives and Credit Linked Notes (Frontiers in Finance Series)

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9780471840312: Credit Derivatives and Credit Linked Notes (Frontiers in Finance Series)
Reseña del editor:

An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial. Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.

Biografía del autor:

Satyajit Das is an international specialist in the area of financial derivatives, risk management, capital markets and treasury management. He presents seminars on these subjects and acts as a consultant to a number of leading banks in Europe, North America, Asia and Australia.

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Das, Satyajit
Editorial: Wiley (2000)
ISBN 10: 0471840319 ISBN 13: 9780471840312
Nuevos Tapa dura Cantidad: 2
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
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Descripción Wiley, 2000. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110471840319

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