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Geoff Chaplin

Credit Derivatives : Risk Management, Trading and Investing (The Wiley Finance Series)

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ISBN: 047002416X, 9780470024164
Издательство: John Wiley & Sons
Год издания: 2005
Book DescriptionThe credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, asset swaps and related ‘real world’ issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. Credit Derivatives: Risk Management, Trading and Investing provides: A description of the key products,applications, and an analysis of typical trades including basis trading, hedging, and credit structuring Analysis of the industry standard ‘default and recovery’ and Copula models including many examples, and a...