Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments
Lingua: inglese
Editore: Ft Press, 1758
- Rilegato
- Usato
Da: Salish Sea Books, Bellingham, WA, U.S.A.Salish Sea Books
Venditore AbeBooks dal 15 maggio 2007
Condizione: Usato - Molto buono
EUR 181,43
Quantità: 1 disponibile
Aggiungi al carrelloDescrizione dell’articolo da parte del venditore
Very Good in a Very Good dust jacket; Hardcover; Dust jacket is clean and intact with no tears, and has not been price-clipped (Now fitted with a new, Brodart jacket protector); Light wear to the boards; The textblock edges are unblemished; The endpapers and all text pages are clean and unmarked; The binding is excellent with a straight spine; This book will be shipped in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); 1.3 lbs; Dark blue and purple dust jacket with title in white lettering; 1758, Ft Press; 296 pages; "Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments," by Anders Sjoman, et al.
Codice articolo SKU-0107AF01710136
- Titolo
- Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments
- Autore
- Anders Sjoman, et al
- Editore
- Ft Press
- Anno di pubblicazione
- 1758
- Condizione
- Very Good
- Rilegatura
- Rilegato
- Lingua
- inglese
- ISBN 10
- 0133249182
- ISBN 13
- 9780133249187
Now, theres a completely up-to-date guide on credit derivatives thats ideal for all working financial professionals and students entering the field. Credit Derivatives, Second Edition has been fully updated to explain todays 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 todays instruments, rules, and practices.
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 kindsand 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 todays 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 youve learned, the authors offer a brand-new primer on todays 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 TODAYS 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 practitionerseverywhere from pension funds to commercial corporations
"Riassunto" può appartenere a un’altra edizione di questo titolo.
Informazioni sull’autore
George C. Chacko is an Associate Professor and Chair of the Finance Department at Santa Clara University. Professor Chackos research has focused on three areas: (1) transaction costs and liquidity risk in capital markets, particularly in the fixed income markets; (2) portfolio construction by institutions and individuals; and (3) the analysis and application of derivative securities. He was formerly an Associate Professor at Harvard Business School (HBS) in the Finance Department. On the commercial side, he is currently a Partner with HNC Advisors. He was formerly a Chief Investment Officer at Auda Alternative Investments, a Managing Director at IFL, and a Managing Director with State Street Bank. Professor Chacko holds a Ph.D. in business economics from Harvard University and dual masters degrees in business economics (Harvard University) and business administration (University of Chicago). He holds a bachelors degree in electrical engineering from the Massachusetts Institute of Technology.
Anders Sjöman is the Head of the Communications Department at the Centre for Business History in Stockholm, Sweden. He has also served as a Vice President of Communications at Voddler and a senior researcher for Harvard Business School at its Paris-based Europe Research Center. Prior, Mr. Sjö man worked five years in Boston for Englishtown.com as Director of Production. A M.Sc. graduate of the Stockholm School of Economics in his native Sweden, and initially specialized in information management and international business, Mr. Sjö man speaks Swedish, English, French, and Spanish.
Hideto Motohashi is a senior manager at NTT DoCoMo. He has held several positions at NTT during his career. He was manager in the Financial System Division at NTT COMWARE Corporation, where he helped financial institutions with their risk management systems. His experience at NTT COMWARE also includes systems analysis for the financial and telecommunications industries. He was also a Vice President of Strategic Finance and Financial Planning at Tata Teleservices. Mr. Motohashi completed the Advanced Study Program at Massachusetts Institute of Technology as a fellow. He holds a masters degree in international management from Thunderbird, the Garvin School of International Management, and a bachelors degree in chemistry from Keio University, Japan.
Vincent Dessain was appointed executive director of the Europe Research Center for Harvard Business School, based in Paris, in November 2001. The center works with HBS faculty members on research and course development projects across the European continent. Prior, he was senior director of corporate relationships at INSEAD in Fontainebleau and on the schools board of directors. Mr. Dessain has been active as a management consultant with Booz-Allen & Hamilton in New York and Paris in the financial services field. His field of consulting was international market entry strategies, financial products, strategy, negotiation and implementation of cross-border alliances, financial restructuring, mergers, and acquisitions. He has also been active as a foreign associate with the law firm Shearman & Sterling in New York in banking and finance and as an advisor to the president of the College of Europe in Bruges, Belgium. A speaker of five European languages (French, English, German, Dutch, and Italian), Mr. Dessain holds a law degree from Leuven University (Belgium), a business administration degree from Louvain University (Belgium), and an MBA from Harvard Business School. Mr. Dessain is an avid mountain climber, marathon runner, and tennis player, and will not miss a good art exhibition.
"Descrizione articolo" può appartenere a un’altra edizione di questo titolo.
Salish Sea Books
Bellingham, WA, U.S.A.
Venditore AbeBooks dal 15 maggio 2007
Tariffe di spedizione nazionale per U.S.A.
| Articolo | Da 5 a 14 giorni lavorativi | Da 1 a 3 giorni lavorativi |
|---|---|---|
| Primo articolo | EUR 4,45 | EUR 11,55 |
Metodi di pagamento
Descrizione dello Store
Thank you for taking an interest in one of our books. Please see the "Shipping Terms" section below for details on our shipping and returns policies. We are a mail-order only bookstore located in Bellingham, WA specializing in modern out-of-print books of all genres. If you are an international customer, we ship internationally by UPS Worldwide Expedited. The average delivery time is 1 to 2 weeks, and each shipment can be fully tracked at www.ups.com. For international shipments, it is important to provide a valid phone number with your order. Most international shipments are delivered within 2 weeks. The only exceptions are when the customer has not provided a valid phone number and there are import duties which UPS needs to collect before making final delivery. In those cases, the package will be held at a nearby UPS Access Point until the customer either picks up the package in person or makes arrangements over the phone with UPS to release the package for final delivery. Our shipping charge only covers international postage. Import duties vary widely by country and are additional. We thoroughly clean all books that we offer for sale and do all basic book-repairs ourselves. Basic repairs include repairing slanted bindings, applying additional glue to hinges that have become excessively loose, hinge-tape repairs for damaged hinges, minor binding split repairs, gluing small tears in exterior of covers, removal (as much as possible) of black marker marks to covers of ex-library books, removal of smaller non-permanent stickers, straightening of minor bowing to covers or spine, and applying jacket protectors to books with torn or fragile jackets or for especially pristine or collectible books. We do not do major binding repairs, and any un-repairable binding splits or general weakness in binding will be noted. Any significant repairs such as a hinge-tape repair will also be noted. These repairs do not usually change the underlying condition grade, but do make the book more presentable. Some books are beyond help and will be listed as "Fair/Acceptable" or "Poor". Our books are graded conservatively with library books never graded above "Good" and used books rarely graded above "Very Good". Below is a list of the condition grades we use, in descending order: New/Fine Like New/Near Fine Very Good++ Very Good+ Very Good Minus Good++ Good+ Good Fair-to-Good Fair/Acceptable Poor Very Poor We try to grade accurately, but condition grades are often subjective, so please consider also any condition notes and book photos (when available) before placing an order. All book photos posted to our listings are actual photos of the book offered for sale and have been taken by us.…
Informazioni sull’azienda del venditore
Salish Sea Books
WA, U.S.A.
Condizioni di vendita
Thank you for taking an interest in one of our books. We are a mail-order only bookstore located in Bellingham, WA specializing in modern out-of-print books of all genres.
If you are an international customer, we ship internationally by UPS Worldwide Expedited. The average delivery time is 1 to 2 weeks, and each shipment can be fully tracked at www.ups.com. For international shipments, it is important to provide a valid phone number with your order. Most international shipments are delivered within 2 weeks. The only exceptions are when the customer has not provided a valid phone number and there are import duties which UPS needs to collect before making final delivery. In those cases, the package will be held at a nearby UPS Access Point until the customer either picks up the package in person or makes arrangements over the phone with UPS to release the package for final delivery. Our shipping charge only covers international postage. Import duties vary widely by country and are additional.
We thoroughly clean all books that we offer for sale and do all basic book-repairs ourselves. Basic repairs include repairing slanted bindings, applying additional glue to hinges that have become excessively loose, hinge-tape repairs for damaged hinges, minor binding split repairs, gluing small tears in exterior of covers, removal (as much as possible) of black marker marks to covers of ex-library books, removal of smaller non-permanent stickers, straightening of minor bowing to covers or spine, and applying jacket protectors to books with torn or fragile jackets or for especially pristine or collectible books.
We do not do major binding repairs, and any un-repairable binding splits or general weakness in binding will be noted. Any significant repairs such as a hinge-tape repair will also be noted. These repairs do not usually change the underlying condition grade, but do make the book more presentable. Some books are beyond help and will be listed as "Fair/Acceptable" or "Poor".
Our books are graded conservatively with library books never graded above "Good" and used books rarely graded above "Very Good". Below is a list of the condition grades we use, in descending order:
New/Fine
Like New/Near Fine
Very Good++
Very Good+
Very Good Minus
Good++
Good+
Good
Fair-to-Good
Fair/Acceptable
Poor
Very Poor
We try to grade accurately, but condition grades are often subjective, so please consider also any condition notes and book photos (when available) before placing an order.
All book photos posted to our listings are actual photos of the book offered for sale and have been taken by us.
Business Name: Salish Sea Books
Address: 119 Sea Pines Lane, Bellingham WA, 98229
Telephone: 360-756-0176
Email: csf@altervita.com
Diritto di recesso
Se sei un consumatore puoi recedere dal contratto in conformità con quanto segue. Per Consumatore si intende qualsiasi persona fisica che agisce per scopi estranei alla propria attività commerciale, imprenditoriale, artigianale o professionale.
Informazioni sul diritto di recesso
Diritto legale di recesso
Hai il diritto di recedere dal presente contratto entro 14 giorni senza fornire alcuna motivazione.
Il periodo di recesso scade dopo 14 giorni dal giorno in cui tu o una terza parte, diversa dal vettore e da te indicata, acquisisce il possesso fisico dell'ultimo bene o dell'ultimo lotto o pezzo.
Per esercitare il diritto di recesso, compila e invia elettronicamente una dichiarazione esplicita sul nostro sito Web, alla voce “I miei acquisti” nella sezione “Mio account”. Ti comunicheremo senza indugio una conferma di ricezione di tale recesso su un supporto durevole (ad es. via e-mail).
Per rispettare il termine di recesso, è sufficiente inviare la comunicazione relativa all'esercizio del diritto di recesso prima della scadenza del periodo di recesso stesso.
Effetti del recesso
In caso di recesso dal presente contratto, ti rimborseremo tutti i pagamenti ricevuti, compresi i costi di spedizione (ad eccezione dei costi supplementari derivanti dalla tua eventuale scelta di un tipo di spedizione diverso dal tipo meno costoso di consegna standard da noi offerto).
Potremo effettuare una detrazione dal rimborso per la perdita di valore dei beni forniti, qualora tale perdita sia il risultato di una manipolazione non necessaria da parte tua.
Eseguiremo il rimborso senza indebito ritardo e non oltre 14 giorni dal giorno in cui saremo informati della tua decisione di recedere dal presente contratto.
Il rimborso sarà effettuato utilizzando lo stesso mezzo di pagamento da te usato per la transazione iniziale, salvo che tu non abbia espressamente concordato altrimenti; in ogni caso, non dovrai sostenere alcun costo quale conseguenza di tale rimborso.
Possiamo trattenere il rimborso finché non avremo ricevuto i beni oppure finché non avrai fornito la prova di averli rispediti, a seconda di quale condizione si verifichi per prima.
Dovrai rispedire i beni o consegnarli a Salish Sea Books, Bellingham, Washington, U.S.A., senza indebito ritardo e, in ogni caso, entro 14 giorni dal giorno in cui ci hai comunicato la tua volontà di recedere dal presente contratto. Il termine è rispettato se rispedisci i beni prima della scadenza del periodo di 14 giorni. I costi diretti della restituzione dei beni saranno a tuo carico. Sei responsabile solo della diminuzione del valore dei beni risultante da una manipolazione diversa da quella necessaria per stabilire la natura, le caratteristiche e il funzionamento dei beni stessi.
Eccezioni al diritto di recesso
Il diritto di recesso non si applica a:
- La fornitura di giornali, periodici o riviste ad eccezione dei contratti di abbonamento; e
- La fornitura di contenuto digitale non fornito su un supporto materiale (ad es. su un CD o DVD), se al momento dell'invio dell'ordine hai accettato l'inizio dell'esecuzione e hai riconosciuto che non avresti potuto recedere una volta iniziata l'esecuzione.
Condizioni di spedizione
SHIPPING POLICY: For Domestic orders, we ship through the US Post Office and orders can be tracked at www.usps.com. Orders priced at $250 and above will require a signature upon delivery.
For International orders, we ship exclusively through UPS using their Worldwide Expedited shipping service. This is highly reliable courier service with most orders delivered within 1 to 2 weeks. Shipments can be tracked at www.ups.com.
For international shipments, it is important to provide a valid phone number so that you can be contacted by UPS (if necessary) to make final delivery arrangements. Our shipping price is for postage only. Import duties vary widely by country and are the responsibility of the customer.
RETURNS POLICY: We offer an unconditional 30 day return policy: books can be returned for any reason if sent back within 30 days of the date they are received. The buyer is responsible for shipping charges unless the book was mis-described, in which case we will be responsible for all shipping charges. If you need to return a book, please contact us through ABE and we will forward full return instructions.