Credit Derivatives
Techniques to Manage Credit Risk for Financial Professionals
Published on 16. January 2007
Book
Hardback
368 pages
978-0-07-145314-1 (ISBN)
Description
Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.
More details
Language
English
Place of publication
United States
Publishing group
McGraw-Hill Education - Europe
Target group
Professional and scholarly
Illustrations
80 Illustrations
Dimensions
Height: 226 mm
Width: 155 mm
Thickness: 32 mm
Weight
665 gr
ISBN-13
978-0-07-145314-1 (9780071453141)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Erik Banks | Morton Glantz | Paul Siegel
Credit Derivatives
Techniques to Manage Credit Risk for Financial Professionals
E-Book
10/2006
1st Edition
McGraw-Hill Education
€109.37
Available for download
Persons
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
Content
Part I: Credit Derivative Products and Applications
1: An Introduction to Credit DDerivatives
2: Fundamental Credit Derivative Products
3: Structured and Synthetic Credit Products
4: An Overview of Credit Derivative Applications
Part II: Valuation Tools
5: A Primer on Risk Modeling
6: A Basic Credit Default Swap Model
7: Modeling Credit Default Risk
8: Portfolio Management of Default Risk
9: Ancillary Credit Risk Tools and Techniques
Part III: Regulatory, Control, and Legal Issues
10: Credit Drivative
1: An Introduction to Credit DDerivatives
2: Fundamental Credit Derivative Products
3: Structured and Synthetic Credit Products
4: An Overview of Credit Derivative Applications
Part II: Valuation Tools
5: A Primer on Risk Modeling
6: A Basic Credit Default Swap Model
7: Modeling Credit Default Risk
8: Portfolio Management of Default Risk
9: Ancillary Credit Risk Tools and Techniques
Part III: Regulatory, Control, and Legal Issues
10: Credit Drivative