Understanding Credit Derivatives and Related Instruments, Second Edition

3.33 avg rating
( 3 ratings by GoodReads )
 
9780128001165: Understanding Credit Derivatives and Related Instruments, Second Edition

Understanding Credit Derivatives and Related Instruments, Second Edition, is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, it offers summaries of major subjects and the principal perspectives associated with them.

The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and up-front payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics.

Every reader familiar with mid-level mathematics and who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with Understanding Credit Derivatives and Related Instruments.

  • Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors
  • Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment
  • Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products (CDX, iTraxx, etc.) and CDS written on sovereigns

"synopsis" may belong to another edition of this title.

From the Back Cover:

This intuitive, rigorous overview links academic theory with the practices valuing and trading credit derivatives. Rather than presenting highly technical explorations, it offers summaries of major subjects and the principal perspectives associated with them. Its centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the crisis, including standardized premiums and up-front payments. The analyses of regulatory responses to the crisis (Basel III, Dodd Frank, etc) for the credit derivatives market include all the necessary statistical and mathematical background for readers to easily follow the pricing parts. Every reader who is familiar with mid-level mathematics and who wants to understand the functioning of the derivatives markets (both on the practice and academic side) can fully satisfy his or her interests with Understanding Credit Derivatives and Related Instruments.

About the Author:

Antulio N. Bomfim Senior Managing Director and Co-Head of Monetary Policy Insights at Macroeconomic Advisers, LLC. He received his M.A. and Ph.D. in
Economics at the University of Maryland and his M.Sc.in Mathematical Finance at the University of Oxford.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 99.95
US$ 60.83

Convert Currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Bomfim, Antulio N.
Published by Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 10
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Book Condition: New. 2nd Revised edition. 229 x 152 mm. Language: English . Brand New Book. Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book s centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. * Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors * Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment * Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more. Bookseller Inventory # AA59780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 60.83
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Bomfim, Antulio N.
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 2
Seller
Super textbook online
(Houston, TX, U.S.A.)
Rating
[?]

Book Description Book Condition: New. US Edition Book In Mint condition. Shipping with Trackable Method. Bookseller Inventory # 012800116X-TOS

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 60.84
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Bomfim, Antulio N.
Published by Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 10
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Book Condition: New. 2nd Revised edition. 229 x 152 mm. Language: English . Brand New Book. Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book s centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. * Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors * Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment * Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more. Bookseller Inventory # AA59780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 60.85
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Bomfim, Antulio N.
Published by Academic Press Inc 2015-08-01 (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 2
Seller
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Academic Press Inc 2015-08-01, 2015. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-05279438

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 62.99
Convert Currency

Add to Basket

Shipping: US$ 3.62
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Bomfim, Antulio N.
Published by Elsevier Science Publishing Co Inc
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 2
Seller
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc. Hardback. Book Condition: new. BRAND NEW, Understanding Credit Derivatives and Related Instruments (2nd Revised edition), Antulio Bomfim, Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. * Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors * Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment * Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more. Bookseller Inventory # B9780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 61.34
Convert Currency

Add to Basket

Shipping: US$ 7.15
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Bomfim, Antulio N.
Published by Elsevier Science Publishing Co Inc 2015-11-17, San Diego (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 1
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc 2015-11-17, San Diego, 2015. hardback. Book Condition: New. Bookseller Inventory # 9780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 63.24
Convert Currency

Add to Basket

Shipping: US$ 5.42
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Bomfim, Antulio N.
Published by Academic Press (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 2
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2015. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # GB-9780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 58.58
Convert Currency

Add to Basket

Shipping: US$ 10.84
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Bomfim, Antulio N.
Published by Elsevier Science Publishing Co Inc (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 4
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, 2015. Book Condition: New. Num Pages: 420 pages. BIC Classification: KFFK; KFFL; KFFM. Category: (P) Professional & Vocational. Dimension: 229 x 152. . . 2015. 2nd Edition. Hardcover. . . . . . Bookseller Inventory # V9780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 73.54
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

9.

Bomfim, Antulio N.
Published by Elsevier Science Publishing Co Inc
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 4
Seller
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc. Book Condition: New. Num Pages: 420 pages. BIC Classification: KFFK; KFFL; KFFM. Category: (P) Professional & Vocational. Dimension: 229 x 152. . . 2015. 2nd Edition. Hardcover. . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 75.21
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

10.

Bomfim, Antulio N.
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 1
Seller
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Book Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Bookseller Inventory # AIND-85384

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 75.33
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book