Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments

 
9780133249187: Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments

Now, there's a completely up-to-date guide on credit derivatives that's ideal for all working financial professionals and students entering the field. Credit Derivatives, Second Edition has been fully updated to explain today's credit risk markets clearly and simply, in language any practitioner or advanced business student can understand. The authors begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it. The authors, including leading practitioner George Chacko, have updated all content throughout to reflect today's instruments, rules, and practices. For wide audiences of finance professionals, analysts, MBA/Executive MBA students and upper-level undergraduates who need a thorough understanding of modern credit derivatives.

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Chacko, George; Sjöman, Anders; Motohashi, Hideto; Dessain, Vincent
ISBN 10: 0133249182 ISBN 13: 9780133249187
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Chacko, George; Sjöman, Anders; Motohashi, Hideto; Dessain, Vincent
Editore: Pearson Education (US), United States (2016)
ISBN 10: 0133249182 ISBN 13: 9780133249187
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Descrizione libro Pearson Education (US), United States, 2016. Hardback. Condizione libro: New. 2nd Revised edition. 236 x 161 mm. Language: English . Brand New Book. Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds-and all financial professionals need to understand them. Credit Derivatives, Revised Edition, explains these tools simply, clearly, and rigorously: what they do, how they work, and how to use them in today s applications. The authors first show how credit risk can be measured and valued. They explain key ideas, such as recovery rates and credit spreads, and show how derivatives transfer credit risk to external investors. Next, they systematically demonstrate how credit risk models can describe and predict credit risk events. They cover structural models, including Merton and Black and Cox; empirical models, such as the Z-score model; and reduced-form models, such as Jarrow-Turnbull. The authors also present detailed explanations of two widely used instruments: credit default swaps (CDSs) and collateralized debt obligations (CDOs). Finally, building on what you ve learned, the authors offer a brand-new primer on today s applications for financial instruments with embedded credit risk. FINANCIAL STATEMENT ANALYSIS Perform preliminary financial analysis on any potential project UNDERSTAND, MEASURE, AND ASSESS CREDIT RISK Master core concepts, from credit spreads to default probabilities MASTER POWERFUL CREDIT RISK MODELING APPROACHES Learn structural, empirical, and reduced-form credit risk modeling GAIN DEEP INSIGHT INTO TODAY S INSTRUMENTS AND APPLICATIONS Understand CDSs, CDOs, and how credit-sensitive products are now used FOR EVERY FINANCIAL PRACTITIONER: BUY-SIDE AND SELL-SIDE For CFOs, treasurers, and other practitioners-everywhere from pension funds to commercial corporations. Codice libro della libreria AAK9780133249187

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Chacko, George; Sjöman, Anders; Motohashi, Hideto; Dessain, Vincent
Editore: Pearson Education (US), United States (2016)
ISBN 10: 0133249182 ISBN 13: 9780133249187
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Descrizione libro Pearson Education (US), United States, 2016. Hardback. Condizione libro: New. 2nd Revised edition. 236 x 161 mm. Language: English . Brand New Book. Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds-and all financial professionals need to understand them. Credit Derivatives, Revised Edition, explains these tools simply, clearly, and rigorously: what they do, how they work, and how to use them in today s applications. The authors first show how credit risk can be measured and valued. They explain key ideas, such as recovery rates and credit spreads, and show how derivatives transfer credit risk to external investors. Next, they systematically demonstrate how credit risk models can describe and predict credit risk events. They cover structural models, including Merton and Black and Cox; empirical models, such as the Z-score model; and reduced-form models, such as Jarrow-Turnbull. The authors also present detailed explanations of two widely used instruments: credit default swaps (CDSs) and collateralized debt obligations (CDOs). Finally, building on what you ve learned, the authors offer a brand-new primer on today s applications for financial instruments with embedded credit risk. FINANCIAL STATEMENT ANALYSIS Perform preliminary financial analysis on any potential project UNDERSTAND, MEASURE, AND ASSESS CREDIT RISK Master core concepts, from credit spreads to default probabilities MASTER POWERFUL CREDIT RISK MODELING APPROACHES Learn structural, empirical, and reduced-form credit risk modeling GAIN DEEP INSIGHT INTO TODAY S INSTRUMENTS AND APPLICATIONS Understand CDSs, CDOs, and how credit-sensitive products are now used FOR EVERY FINANCIAL PRACTITIONER: BUY-SIDE AND SELL-SIDE For CFOs, treasurers, and other practitioners-everywhere from pension funds to commercial corporations. Codice libro della libreria AAK9780133249187

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Descrizione libro Pearson Education, 2015. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria IB-9780133249187

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Descrizione libro Pearson Education, 2015. HRD. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria IB-9780133249187

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Descrizione libro Pearson Education (US). Hardback. Condizione libro: new. BRAND NEW, Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments (2nd Revised edition), George K. Chacko, Anders Sjoman, Hideto Motohashi, Vincent Dessain, Now, there's a completely up-to-date guide on credit derivatives that's ideal for all working financial professionals and students entering the field. Credit Derivatives, Second Edition has been fully updated to explain today's credit risk markets clearly and simply, in language any practitioner or advanced business student can understand. The authors begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it. The authors, including leading practitioner George Chacko, have updated all content throughout to reflect today's instruments, rules, and practices. For wide audiences of finance professionals, analysts, MBA/Executive MBA students and upper-level undergraduates who need a thorough understanding of modern credit derivatives. Codice libro della libreria B9780133249187

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Descrizione libro Pearson FT Press. Hardcover. Condizione libro: New. 0133249182 BRAND NEW W/FAST SHIPPING! This item is: Credit Derivatives, Revised Edition: A Primer on Credit Risk, Modeling, and Instruments, 2nd Ed., 2016, by Chacko, George^Sj?man, Anders^Motohashi, Hideto^Dessain, Vincent; FORMAT: Hardcover; ISBN: 9780133249187. Choose Expedited for fastest shipping! Our 98%+ rating proves our commitment! We cannot ship to PO Boxes/APO address. To avoid ordering the wrong item, please check your item's ISBN number!. Codice libro della libreria P9780133249187

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Descrizione libro Pearson FT Press, 2016. Hardcover. Condizione libro: New. Codice libro della libreria BKTY9780133249187

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Chacko, George; Sjöman, Anders; Motohashi, Hideto; Dessain, Vincent
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Descrizione libro Hardcover. Condizione libro: New. 2nd. 167mm x 237mm x. Hardcover. Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by busi.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 304 pages. 0.548. Codice libro della libreria 9780133249187

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