Modelling Single Name And Multi Name Credit Derivatives
Download Modelling Single Name And Multi Name Credit Derivatives full books in PDF, epub, and Kindle. Read online free Modelling Single Name And Multi Name Credit Derivatives ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Modelling Single-name and Multi-name Credit Derivatives
Author | : Dominic O'Kane |
Publisher | : John Wiley & Sons |
Total Pages | : 515 |
Release | : 2008-08-04 |
Genre | : Business & Economics |
ISBN | : 0470519282 |
Download Modelling Single-name and Multi-name Credit Derivatives Book in PDF, Epub and Kindle
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 Related Books
Pages: 515
Pages: 515
Pages: 302
Pages: 704
Pages: 421