Modelling Single name and Multi name Credit Derivatives

This book PDF is perfect for those who love Business & Economics genre, written by Dominic O'Kane and published by John Wiley & Sons which was released on 08 March 2011 with total hardcover pages 515. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Modelling Single name and Multi name Credit Derivatives books below.

Modelling Single name and Multi name Credit Derivatives
Modelling Single name and Multi name Credit Derivatives
Author : Dominic O'Kane
File Size : 49,8 Mb
Publisher : John Wiley & Sons
Language : English
Release Date : 08 March 2011
ISBN : 9781119995449
Pages : 515 pages
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Modelling Single name and Multi name Credit Derivatives by Dominic O'Kane Book PDF Summary

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.

Modelling Single name and Multi name Credit Derivatives

Modelling Single name and Multi name Credit Derivatives by Dominic O'Kane

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of

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The Art of Credit Derivatives

The Art of Credit Derivatives by Joao Garcia,Serge Goossens

Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has

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Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments by Antulio N. Bomfim

Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is

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The Oxford Handbook of Credit Derivatives

The Oxford Handbook of Credit Derivatives by Alexander Lipton,Andrew Rennie

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,

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Credit Risk by Niklas Wagner

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sections, the book • Explores the

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Credit Derivatives Revised Edition

Credit Derivatives Revised Edition by George Chacko,Anders Sjoman,Hideto Motohashi,Vincent Dessain

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,

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The Oxford Handbook of Credit Derivatives

The Oxford Handbook of Credit Derivatives by Alexander Lipton,Andrew Rennie

Provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques, modelling of default of both single and multiple entities, counterparty risk, Gaussian and non-Gaussian modelling, and securitisation.

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This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence

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