by Nassim Nicholas Taleb
|
by Moorad Choudhry
|
Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance) by Antulio Bomfim |
Join Amazon Prime and get unlimited Free One-Day Delivery. Already a member? Sign in.
Customers Who Bought This Item Also Bought
Product details
Would you like to update product info or give feedback on images?
|
Customers Viewing This Page May Be Interested in These Sponsored Links(What is this?) |
Your Next Derivatives Job
www.DerivativeJobsGlobal.com
From A-List Employers & Recruiters. We're Specialists. Let Us Help You!
Product Description
Product Description
An essential guide to credit derivatives
Credit derivatives has become one of the fastest–growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in–depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real–world practice and applications of credit derivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London.
Ren–Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.
From the Back Cover
Credit derivatives are the newest entrant to the world of derivatives–and they have quickly become one of the fastest–growing areas of interest in global derivatives and risk management. Credit Derivatives: Instruments, Applications, and Pricing provides an in–depth explanation of this risk management tool, which has been increasingly used to manage credit risk in banking and capital markets.
An essential guide to credit derivatives
Credit derivatives has become one of the fastest–growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in–depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real–world practice and applications of credit derivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London.
Ren–Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.
From the Back Cover
Credit derivatives are the newest entrant to the world of derivatives–and they have quickly become one of the fastest–growing areas of interest in global derivatives and risk management. Credit Derivatives: Instruments, Applications, and Pricing provides an in–depth explanation of this risk management tool, which has been increasingly used to manage credit risk in banking and capital markets.
In this comprehensive text, Mark J.P. Anson, Frank J. Fabozzi, Moorad Choudhry, and Ren–Raw Chen cover everything, from the basics of why credit risk is important, to accounting and tax implications of credit derivatives.
Key topics discussed in this essential guidebook include:
- Types of credit risk
- Credit default swaps
- Credit–linked notes
- Synthetic collateralized debt obligation structures
- Credit risk modeling: structural models and reduced form models
- Options and forwards on credit–related spread products
- Pricing of credit default swaps
Using Bloomberg screens, illustrative examples, basic investment theory, and mathematics, Credit Derivatives covers the real–world practice and applications of credit derivatives products.
See all Product Description
Inside This Book
(Learn More)
First Sentence
Derivatives are financial instruments designed to efficiently transfer some form of risk between two or more parties. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Derivatives are financial instruments designed to efficiently transfer some form of risk between two or more parties. Read the first page
Explore More
Concordance
Browse Sample PagesConcordance
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Suggested Tags from Similar Products(What's this?)Be the first one to add a relevant tag (keyword that's strongly related to this product)
|
Customer Reviews
There are no customer reviews yet. Create your own review
| |||
Video reviews
|
 |
Listmania!
|
|
Look for similar items by category
Feedback
- Would you like to update product info or give feedback on images?
- I am the Author, and I want to comment on my book.
- I am the Publisher, and I want to comment on this book.
Credit Derivatives and Synthetic...
"If you want to know more about credit derivatives-and these days an...
Read more
|
Treat Someone
With an Amazon.co.uk Gift Certificate, you can get them what they want (even if you don't know what that is). |
|||||||||
Make sure you always get what you want with an Amazon.co.uk 
| |||||
Your Recent History
(What's this?)|
You have no recently viewed items or searches.
After viewing product detail pages or search results, look here to find an easy way to navigate back to pages you are interested in. Look to the right column to find helpful suggestions for your shopping session. |
Continue Shopping: Top Sellers
| ||||
Amazon Home | |
| International Sites: United States | Germany | France | Japan | Canada | China | |
| Business Programs: Sell on Amazon | Fulfilment by Amazon | Join Associates | Join Advantage | |
| Customer Service | Help | View Basket | Your Account | |
| About Amazon.co.uk | Careers at Amazon | |
| Conditions of Use & Sale | Privacy Notice © 1996-2009, Amazon.com, Inc. and its affiliates |