Credit Derivatives Instruments, Applications, and Pricing
Aus der Reihe
Frank J. Fabozzi Series
-
- Einzelkauf Download ausgewählt
-
Sprache:Englisch
72,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
01.02.2004
Verlag
John Wiley & SonsSeitenzahl
288 (Printausgabe)
Dateigröße
7074 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780471652380
An essential guide to credit derivatives
Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has been increasingly used to manage creditrisk in banking and capital markets. Anson discusses everythingfrom the basics of why credit risk is important to accounting andtax implications of credit derivatives. Key topics covered in thisessential guidebook include: credit swaps; credit forwards; creditlinked notes; and credit derivative pricing models. Anson alsodiscusses the implications of credit risk management as well ascredit derivative regulation. Using charts, examples, basicinvestment theory, and elementary mathematics, Credit Derivativesillustrates the real-world practice and applications of creditderivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officerat Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the InternationalCenter for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in StructuredFinance Services with JP Morgan Chase Bank in London.
Ren-Raw Chen is an Assistant and Associate Professor at the RutgersUniversity Faculty of Management.
Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has been increasingly used to manage creditrisk in banking and capital markets. Anson discusses everythingfrom the basics of why credit risk is important to accounting andtax implications of credit derivatives. Key topics covered in thisessential guidebook include: credit swaps; credit forwards; creditlinked notes; and credit derivative pricing models. Anson alsodiscusses the implications of credit risk management as well ascredit derivative regulation. Using charts, examples, basicinvestment theory, and elementary mathematics, Credit Derivativesillustrates the real-world practice and applications of creditderivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officerat Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the InternationalCenter for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in StructuredFinance Services with JP Morgan Chase Bank in London.
Ren-Raw Chen is an Assistant and Associate Professor at the RutgersUniversity Faculty of Management.
Kundinnen und Kunden meinen
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kund*innen durch Ihre Meinung
Kurze Frage zu unserer Seite
Vielen Dank für Ihr Feedback
Wir nutzen Ihr Feedback, um unsere Produktseiten zu verbessern. Bitte haben Sie Verständnis, dass wir Ihnen keine Rückmeldung geben können. Falls Sie Kontakt mit uns aufnehmen möchten, können Sie sich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice