Understanding credit derivatives and related instruments
Bomfim, Antulio N.
Understanding credit derivatives and related instruments Antulio N. Bomfim - 2nd ed. - Oxford, UK : Elsevier, Academic Press, c2016. - xx, 399 p. : ill. ; 24 cm.
Includes bibliographical references (p. [325]-330) and index.
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, it 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 up-front 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.
9780128001165
2005270009
Credit derivatives
332.6457
Understanding credit derivatives and related instruments Antulio N. Bomfim - 2nd ed. - Oxford, UK : Elsevier, Academic Press, c2016. - xx, 399 p. : ill. ; 24 cm.
Includes bibliographical references (p. [325]-330) and index.
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, it 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 up-front 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.
9780128001165
2005270009
Credit derivatives
332.6457