Credit Derivatives
Techniques to Manage Credit Risk for Financial Professionals
1st Edition
Published on 16. October 2006
368 pages
978-0-07-166135-5 (ISBN)
Description
After reading this book, readers will be able to: - Identify product consideration and borrower characteristics
- Understand expected vs. unexpected losses
- Evaluate the probability of default
- Determine the probability of a spread increase
- Understand expected vs. unexpected losses
- Evaluate the probability of default
- Determine the probability of a spread increase
More details
Other editions
Additional editions
Erik Banks | Morton Glantz | Paul Siegel
Credit Derivatives
Techniques to Manage Credit Risk for Financial Professionals
Book
01/2007
McGraw-Hill Professional
€48.35
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Author
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<Derivativegulatory and Control Issues Appendix: A Reviw of ComReviewal Credit Modeling Analytics
