Credit Derivatives: Instruments, Applications, and Pricing-电子书百科大全

Credit Derivatives: Instruments, Applications, and Pricing (Frank J. Fabozzi Series)

Editorial Reviews

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.
About the Author
MARK J.P. ANSON, PhD, CFA, is the Chief Investment Officer at CalPERS and is a frequent contributor to academic and professional publications on the topics of risk management, derivatives, and portfolio management.
FRANK J. FABOZZI, PhD, CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University’s School of Management, a Fellow of the International Center for Finance at Yale University, and Editor of the Journal of Portfolio Management.
MOORAD CHOUDHRY is Head of Treasury at KBC Financial Products UK Limited, and a Fellow at the Centre for Mathematical Trading and Finance, CASS Business School.
REN-RAW CHEN, PhD, is an Associate Professor of Finance at Rutgers University School of Business (New Brunswick), a frequent contributor to major academic finance journals, and a speaker at many academic conferences.
Book Description

Credit Derivatives: Instruments, Applications, and Pricing

评论 0

评论前必须登录！

分类

标签

搜索