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Titel: Credit Risk Frontiers: Subprime Crisis, ...
Verlag: Bloomberg Press
Zustand: very good
Gently used. Expect delivery in 20 days. Buchnummer des Verkäufers 9781576603581-3
Inhaltsangabe: A timely guide to understanding and implementing credit derivatives
Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess?
Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques.
If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read.
Umschlagtext: The size and complexity of credit markets in general, and credit derivatives in particular,have posed a serious challenge for both marketpractitioners and quantitative modelers. While thedemands of trading and risk management in this rapidly growing market have spurred the development of quantitative methodologies for modeling, valuation, and management of credit risk?with a focus on credit derivatives?the recent financial crisis has proven that the challenges we face in this field have not been fully, and sometimes, properly addressed.
Nobody understands this better than Tomasz Bielecki, Damiano Brigo, and Frédéric Patras. And now, with Credit Risk Frontiers, they've created an innovative volume?comprised of contributed articles from some of today's most respected academics and practitioners in this area?that deals with several urgent topics, such as the subprime crisis, the pricing and hedging of credit risk, collateralized loan obligations (CLO), ratings, and liquidity.
Divided into six comprehensive parts, this reliable guide provides a coherent presentation of the recent advancements in the theory and practice of credit risk analysis and management, with an emphasis on issues that are relevant to the current state, and future, of credit markets. Page by page, Credit Risk Frontiers:
The information found here presents a renewed picture of the field, taking into account the lessons of the past to push forward with new models, ideas, and methods. Designed for those who are serious about understanding new ways of modeling and managing credit risk and derivatives, Credit Risk Frontiers will help you excel at this difficult endeavor.
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