Understanding Credit Derivatives and Related Instruments

Antulio N Bomfim

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Language: English

Published by Elsevier Science, 2015

012800116X / 9780128001165

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…

Seller Inventory # 9780128001165

Title
Understanding Credit Derivatives and Related Instruments
Author
Antulio N Bomfim
Publisher
Elsevier Science
Publication year
2015
Condition
Neu
Binding
Buch
Language
English
ISBN 10
012800116X
ISBN 13
9780128001165
Edition
2nd Edition
Item weight
930 grams
Dimensions
231x155x25 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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