Credit: The Complete Guide to Pricing, Hedging and Risk Management
Language: English
Published by Risk Publications, 2001
- Hardcover
- Used
Seller: WorldofBooks, Goring-By-Sea, WS, United KingdomWorldofBooks
AbeBooks seller since March 16, 2007
Condition: Used - Very good
US$ 8.51
Quantity: 1 available
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The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Seller Inventory # GOR005728007
- Title
- Credit: The Complete Guide to Pricing, Hedging and Risk Management
- Author
- Gregory, Jon; Arvanitis, Angelo
- Publisher
- Risk Publications
- Publication year
- 2001
- Condition
- Very Good
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1899332731
- ISBN 13
- 9781899332731
- Item weight
- 1,102 grams
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.
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WorldofBooks
Goring-By-Sea, WS, United Kingdom
AbeBooks seller since March 16, 2007
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