' ...the author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge...essential reference material for any derivative-focused credit department.' - Tony Aston of Chase Manhattan, London in Risk;This new edition of Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
' ...the author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge. ....essential reference material for any derivative-focused credit department.' - Tony Aston of Chase Manhattan, London in Risk
Foreword - PART 1: DERIVATIVES AND RISK - Introduction - Classification and Quantification of Credit Risk - PART 2: THE CREDIT RISK OF COMPLEX OPTIONS - Quantifying Option Credit Risk - The Credit Risk of Compound Option Strategies - The Credit Risk of Complex Options - PART 3: THE CREDIT RISK OF COMPLEX SWAPS - Quantifying Swap Credit Risk - The Credit Risk of Complex Swaps - PART 4: THE CREDIT RISK MANAGEMENT OF DERIVATIVE EXPOSURES - Credit Risk Management of Derivative Portfolios: Quantitative Issues - Credit Risk Management of Derivative Portfolios: Qualitative Issues - Appendixes - Option Valuation - A Model for Calculating Swap Risk - 20 Questions for the Derivatives Desk - Glossary - References
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. Delivery takes 20-25 days. Print on Demand. Codice articolo POD-328997
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9780333694626_new
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condizione: New. Discusses and analyzes the credit risks of financial derivatives. This book includes an overview of the regulatory environment with the emphasis on risk management, a review of complex options and swaps, and discussion of portfolio credit risk issues and techniques. Series: Finance and Capital Markets Series. Num Pages: 401 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 140 x 34. Weight in Grams: 661. . 1997. 2 Rev ed. Hardback. . . . . Codice articolo V9780333694626
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Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 404. Codice articolo 26357105129
Quantità: 4 disponibili
Da: moluna, Greven, Germania
Gebunden. Condizione: New. This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis o. Codice articolo 458424430
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Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. Print on Demand pp. 404 44:B&W 5.5 x 8.5 in or 216 x 140 mm (Demy 8vo) Case Laminate on Creme w/Gloss Lam. Codice articolo 356467254
Quantità: 4 disponibili
Da: Biblios, Frankfurt am main, HESSE, Germania
Condizione: New. PRINT ON DEMAND pp. 404. Codice articolo 18357105123
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Da: Kennys Bookstore, Olney, MD, U.S.A.
Condizione: New. Discusses and analyzes the credit risks of financial derivatives. This book includes an overview of the regulatory environment with the emphasis on risk management, a review of complex options and swaps, and discussion of portfolio credit risk issues and techniques. Series: Finance and Capital Markets Series. Num Pages: 401 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 140 x 34. Weight in Grams: 661. . 1997. 2 Rev ed. Hardback. . . . . Books ship from the US and Ireland. Codice articolo V9780333694626
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Da: AHA-BUCH GmbH, Einbeck, Germania
Buch. Condizione: Neu. Neuware - This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk. Codice articolo 9780333694626
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