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Understanding credit derivatives and related instruments Antulio N. Bomfim

By: Material type: TextTextPublication details: Oxford, UK : Elsevier, Academic Press, c2016.Edition: 2nd edDescription: xx, 399 p. : ill. ; 24 cmISBN:
  • 9780128001165
Subject(s): DDC classification:
  • 332.6457
Online resources: Summary: 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.
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Holdings
Item type Current library Call number Status Date due Barcode
REGULAR University of Wollongong in Dubai Main Collection 332.6457 BO UN (Browse shelf(Opens below)) Available T0054654

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.

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