UK stocked, available immediately. Hardcover, published by Risk Books in 2001. A name is written on the text block edge, this is a straight and clean copy otherwise. Illustrated. Weight (unpacked) is 960 grams.

Seller Inventory # sd5xasd960

Contact seller

Report this item

Bibliographic Details

Title: Credit: The Complete Guide to Pricing, Hedging and Risk Management
Publisher: Risk Publications
Publication Date: 2001
Language: English
ISBN 10: 1899332731
ISBN 13: 9781899332731
Binding: Good

About this title

Synopsis

Short listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance

Provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes.

Emphasises fixed income instruments rather than loans, where stochastic future exposures are modelled accurately.

Examines loans, credit derivatives, interest rate derivatives with risky conterparties and convertible bonds.

Provides a thorough analysis of the pricing and hedging of basket credit derivatives and other credit contingent products.

Adapts credit derivative modelling techniques in order to price and hedge the credit component in fixed income derivatives.

It provides a practical discussion of market frictions that impact credit trading.

Complex theoretical issues are illustrated with an unusually high number of examples, tables and figures that have been designed with the practitioner in mind.

It is self-sufficient. Proofs and technicalities are discussed in the appendices of each chapter.

It has both an appendix of 6 papers and is followed by a glossary.

Review

Risk managers and academics will benefit from reading this excellent book. It deserves to become a standard reference. -- Stuart Turnbull, Canadian Imperial Bank of Commerce, Risk magazine - December 2001

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

Store Description

A small family owned business, specialising in quality non- fiction stock, properly described and all books are shipped in strong book boxes.

Visit Seller's Storefront

Seller's business information

Westland Books
United Kingdom

Sale & Shipping Terms

Terms of Sale

Returns accepted within 30 days.

For returns where we are at fault we will pay the return
shipping costs. Where the buyer has simply changed their
mind, we will pay return shipping costs if the book was
ordered though one of the European Abebooks sites, but the
buyer is responsible for those costs if the book was ordered
through Abebooks.com.

Shipping Terms

Orders usually ship the same or next business day. Shipping costs are based on the average weight of our books. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

Shipping rates from United Kingdom to U.S.A.

Shipping rates from United Kingdom to U.S.A.
Order quantity	11 to 14 business days	7 to 10 business days
First item	US$ 25.90	US$ 39.53

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.