| Description |
1 online resource (xxviii, 376 pages) : illustrations |
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data file rda |
| Series |
Finance professional collection
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| Bibliography |
Includes bibliographical references (pages 364-365) and index. |
| Summary |
The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk requirements post financial crisis, Credit Derivatives: Trading, Investing and Risk Mana. |
| Contents |
Credit Derivatives; Contents; Preface to the First Edition; Preface to the Second Edition; Acknowledgements; Disclaimer; Table of Spreadsheet Examples and Software; About the Author; PART I CREDIT BACKGROUND AND CREDIT DERIVATIVES; 1 Credit Debt and Other Traditional Credit Instruments; 2 Default and Recovery Data; Transition Matrices; Historical Pricing; 3 Asset Swaps and Asset Swap Spread; z-Spread; 4 Liquidity, the Credit Pyramid and Market Data; 5 Traditional Counterparty Risk Management; 6 Credit Portfolios and Portfolio Risk; 7 Introduction to Credit Derivatives. |
| Subject |
Credit derivatives.
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Risk management.
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Instruments dérivés de crédit. |
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Gestion du risque. |
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risk management. |
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Credit derivatives |
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Risk management |
| Other Form: |
Print version: Chaplin, Geoff. Credit derivatives. 2nd ed. Chichester, West Sussex, UK : John Wiley, 2010 9780470686447 (DLC) 2010005166 (OCoLC)505018230 |
| ISBN |
9781119208631 (electronic bk.) |
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1119208637 (electronic bk.) |
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9780470689882 (electronic bk.) |
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0470689889 (electronic bk.) |
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9780470689868 (electronic bk.) |
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0470689862 (electronic bk.) |
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(hbk.) |
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(hbk.) |
| Standard No. |
9786612728853 |
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