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Language: en
Pages: 396
Pages: 396
Type: BOOK - Published: 2003-10-31 - Publisher: John Wiley & Sons
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ
Language: en
Pages: 273
Pages: 273
Type: BOOK - Published: 2018-12-17 - Publisher: Walter de Gruyter GmbH & Co KG
Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowle
Language: en
Pages: 176
Pages: 176
Type: BOOK - Published: 2008-09-08 - Publisher: Springer Science & Business Media
Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of
Language: en
Pages: 421
Pages: 421
Type: BOOK - Published: 2015-11-23 - Publisher: Academic Press
Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading cred
Language: en
Pages: 248
Pages: 248
Type: BOOK - Published: 2009-02-04 - Publisher: John Wiley & Sons
The market for credit derivatives--financial instruments designedto transfer credit risk from one party to another--has grownexponentially in recent years, with