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An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product
Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial.
Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.
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Credit derivatives has emerged as an area of significant interest in global derivatives and risk management practice. These instruments promise to revolutionize the management of credit risk in banking and capital markets, furthering the enhancement of liquidity of and trading in counterparty credit risk. This book offers an excellent overview of this rapidly expanding market.From the Inside Flap:
Credit Derivatives offers comprehensive coverage of this increasingly popular investment and risk management instrument. The book addresses topics such as the products and their applications; pricing and valuation issues; mathematical models; default estimation models; default rates; risks of rating revisions; documentation and legal issues; and accounting and taxation implications. The book includes:
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Book Description Wiley, 2000. Hardcover. Condition: New. Never used!. Seller Inventory # P110471840319
Book Description Wiley. Hardcover. Condition: New. 0471840319 New Condition. Seller Inventory # NEW7.1116140
Book Description Wiley, 2000. Condition: New. book. Seller Inventory # M0471840319