Credit: The Complete Guide to Pricing, Hedging and Risk Management
Language: English
Published by Risk Publications, 2001
- Hardcover
- New
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
AbeBooks seller since April 17, 2008
Condition: New
US$ 155.26
Quantity: 1 available
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Seller Inventory # Q-1899332731
- Title
- Credit: The Complete Guide to Pricing, Hedging and Risk Management
- Author
- Gregory, Jon; Arvanitis, Angelo
- Publisher
- Risk Publications
- Publication year
- 2001
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1899332731
- ISBN 13
- 9781899332731
- Item weight
- 39 ounces
- Dimensions
- 9x6x1
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.
"Synopsis" may belong to another edition of this title.
Review
"About the title" may belong to another edition of this title.
BennettBooksLtd
Los Angeles, CA, U.S.A.
AbeBooks seller since April 17, 2008
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BennettBooksLtd
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