This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
—Frank J. Fabozzi, PhD, CFA, Professor in the Practice of Finance, Yale School of Management
Dominic O'Kane's many years of practical experience in credit derivative markets are evident everywhere in this well-rounded, lucid, and informative book. The author does an admirable job of covering both basic and advanced topics, throughout emphasizing substance over technicalities. The product coverage of the text is extensive, with virtually all practically relevant credit derivatives carefully described and analyzed. Both beginners and seasoned pros can learn from O’Kane’s insights and his book deserves a wide readership. Highly recommended.”
—Leif Andersen, Head of Quantitative Research, Banc of America Securities
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
EUR 3,75
In U.S.A.
Descrizione libro Hardcover. Condizione: new. New. Fast Shipping and good customer service. Codice articolo Holz_New_0470519282
Descrizione libro Hardcover. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo think0470519282
Descrizione libro Condizione: new. Codice articolo FrontCover0470519282
Descrizione libro Condizione: New. Codice articolo 5147622-n
Descrizione libro Condizione: new. Codice articolo a47af58506d201d87d3aa684a33f738a
Descrizione libro hardback. Condizione: New. Language: ENG. Codice articolo 9780470519288
Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9780470519288_lsuk
Descrizione libro Condizione: New. Codice articolo 5147622-n
Descrizione libro Hardback. Condizione: New. New copy - Usually dispatched within 4 working days. Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. Codice articolo B9780470519288
Descrizione libro HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo FW-9780470519288