Credit Derivatives: Instruments, Applications and Pricing

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9780471466000: Credit Derivatives: Instruments, Applications and Pricing

An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: Wiley (2004)
ISBN 10: 047146600X ISBN 13: 9780471466000
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Descrizione libro Wiley, 2004. Hardcover. Condizione libro: New. 1. Codice libro della libreria DADAX047146600X

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: Wiley (2004)
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Descrizione libro Wiley, 2004. Condizione libro: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Preface. About the Authors. Chapter 1. Introduction. Chapter 2. Types of Credit Risk. Chapter 3. Credit Default Swaps. Chapter 4. Asset Swaps and the Credit Default Swap Basis. Chapter 5. Total Return Swaps. Chapter 6. Credit-Linked Notes. Chapter 7. Synthetic Collateralized Debt Obligation Structures. Chapter 8. Credit Risk Modeling: Structural Models. Chapter 9. Credit Risk Modeling: Reduced Form Models. Chapter 10. Pricing of Credit Default Swaps. Chapter 11. Options and Forwards on Credit-Related Spread Products. Chapter 12. Accounting for Credit Derivatives. Chapter 13. Taxation of Credit Derivatives. Index. Codice libro della libreria ABE_book_new_047146600X

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: Wiley (2004)
ISBN 10: 047146600X ISBN 13: 9780471466000
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Descrizione libro Wiley, 2004. Hardcover. Condizione libro: New. Codice libro della libreria SONG047146600X

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: John Wiley and#38; Sons (2004)
ISBN 10: 047146600X ISBN 13: 9780471466000
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Descrizione libro John Wiley and#38; Sons, 2004. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780471466000

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
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Descrizione libro Wiley. Hardcover. Condizione libro: New. 047146600X New Condition. Codice libro della libreria NEW4.0946736

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: John Wiley and Sons Ltd, United States (2004)
ISBN 10: 047146600X ISBN 13: 9780471466000
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Descrizione libro John Wiley and Sons Ltd, United States, 2004. Hardback. Condizione libro: New. 1. Auflage. 232 x 156 mm. Language: English . Brand New Book. An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management. Codice libro della libreria AAH9780471466000

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: John Wiley and Sons Ltd, United States (2004)
ISBN 10: 047146600X ISBN 13: 9780471466000
Nuovi Rilegato Quantità: 1
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Descrizione libro John Wiley and Sons Ltd, United States, 2004. Hardback. Condizione libro: New. 232 x 156 mm. Language: English . Brand New Book. An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management. Codice libro della libreria AAH9780471466000

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: John Wiley and#38; Sons (2004)
ISBN 10: 047146600X ISBN 13: 9780471466000
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Descrizione libro John Wiley and#38; Sons, 2004. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471466000

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: John Wiley and#38; Sons (2004)
ISBN 10: 047146600X ISBN 13: 9780471466000
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Descrizione libro John Wiley and#38; Sons, 2004. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780471466000

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Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad
Editore: John Wiley and Sons Ltd
ISBN 10: 047146600X ISBN 13: 9780471466000
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Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione libro: new. BRAND NEW, Credit Derivatives: Instruments, Applications, and Pricing, Frank J. Fabozzi, Moorad Choudhry, Mark J. P. Anson, Ren-Raw Chen, An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management. Codice libro della libreria B9780471466000

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