Credit Derivatives and Credit Linked Notes (Wiley Finance)

Das, Satyajit

ISBN 10: 0471840319 / ISBN 13: 9780471840312

Verlag: John Wiley & Sons, 2000

Like New. Bestandsnummer des Verkäufers ERICA79304718403196

Inhaltsangabe:

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.

Über die Autorin bzw. den 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.

Bibliografische Details

Titel: Credit Derivatives and Credit Linked Notes (...
Verlag: John Wiley & Sons
Erscheinungsdatum: 2000
Einband: Hardcover
Zustand: Like New
Auflage: 2. Auflage
Art des Buches: book