This Book is in Good Condition. Clean Copy With Light Amount of Wear. 100% Guaranteed. Summary: Mastering Credit Derivatives, 2ePart 1:- Introduction to Credit Derivatives & ApplicationsChapter 1:- Introduction to Credit DerivativesExhibit 1:-Credit Default SwapsExhibit 2:-CLNsExhibit 3-TROR SwapsChapter 2 :-Credit Derivatives & ApplicationsExhibit 1:-Credit Default Swap Applications, Balance Sheet, Hedging, curve credit viewsExhibit 2:-CLNs ApplicationsExhibit 3-TROR Swaps applications, Balance SheetChapter 3:-CDS BasisChapter 4:-Pricing CDSChapter 4:-ISDA Documentation & Basel II Credit Derivatives RegulationsPart 2 Structured Credit DerivativesChapter 6:-Traunched IndicesCredit Default Swap IndicesExhibit 1:-DJ CDX Investment Grade IndexImportant Characteristics of Benchmark IndicesDetermining the upfront paymentsImpact of Defaults on Index CashflowsExhibit 2:-Impact on Default on IndexTraunches of Standard Default Swap IndicesImportant characteristics of benchmark traunchesExhibit 3:-Traunched DJ CDX NA IGExhibit 4:-Credit Index CPPI strategiesChapter 7:- What is Correlation?"One mans delta is another man's correlation" -Chris BoasIntroductionExhibit 1:-Portfolio Volatility Affected by CorrelationCorrelation In Structured Credit MarketsObserving Default CorrelationThe Hidden Meaning of Correlation in Credit MarketsExhibit 2:-Correlation Affects the Relationship Between Volatility and Portfolio sizeExhibit 3:-Valuation in structured credit marketsExhibit 4:-Correlation Creates Portfolio loss Distribution with fatter tailsExhibit 5:-Implied Compound and Base CorrelationExhibit 6:-correlation Sensitivity varies with seniorityExhibit 7:-Traunche Equivalence - Long/short combinationsChapter 8:-First-to-Default BasketsOverview of Default Basket PrimerExhibit 1:-First to Default SwapExhibit 2:-Basket Default Swap Premium Depends on CorrelationFirst-to-default basket: Investor MotivationExhibit 3 Investor Motivation for Basket TradingMergers & FTD BasketsExhibit 4:-Replacement language matters - Impact of a hypothetical merger between Credits 1 & 2.Exhibit 5:-What is the impact of a Merger Worth?Funded BasketsExample: Ex-HiVol First to Default BasketEx HiVol Benchmark First to Default Basket Chapter 9:-Cash CDO'sIntroductionExhibit 1:-Growth in CDO issuanceExhibit 2:-CDO's in the context of overall ABS MarketExhibit:-A Comparison of collateral composition of CDO Issuance 1998 and 2004What are Cash CDO's?How do Cash CDO's work?Exhibit 3:- How a typical Cash CDO worksCash CDOs: A taxonomyUnderstanding the basics of CDO equity returnsRating of CDOsAnalytical Challenges in modelling cash CDOsChapter 10:-Synthetic CDO'sIntroductionExhibit 1:-Global Total Synthetic CDO IssuanceWhat are Synthetic CDO's?Exhibit 2:-How a typical CDS worksExhibit 3:-How a t. Codice inventario libreria
This second edition of Mastering Credit Derivatives has been completely revised to include new movements in the world of finance. The first part of the book is set aside as a condensed, updated version of the previous edition whereas the next two thirds are dedicated to recent innovations such as Structured Credit Derivatives and Greeks and Tranche Sensitivity.
The book is written on a purely ‘need to know’ basis, avoiding the archaic, theoretical and excessively mathematical concepts.
Input from market practitioners offers valuable insight into where they believe the market is headed in the future. Derivatives is a huge area, thought to be worth trillions of pounds. With new products being constantly introduced, it is important to keep up-to-date with its rapid growth.
Dal retro di copertina:
"...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets".
Philip Best, Chief Risk Officer, Threadneedle Asset Management.
A step-by-step guide to credit derivatives and their application.
Mastering Credit Derivatives provides comprehensive coverage of this rapidly growing market. It will give you a clear understanding of what credit derivatives are, as well as explaining their benefits and risks.
In this fully revised and updated edition, Andrew Kasapis approaches the derivatives market from a practical basis, using examples of real market data and trades. He includes ideas and comments from market practitioners who offer valuable insights as to the likely direction the industry will take.
The book includes chapters on:
Mastering Credit Derivatives is an invaluable guide that will help you to understand credit derivatives and apply them to your market place.
Condizione libro: Used
Descrizione libro FT Press. Paperback. International Edition. Very fast shipping. Receive your book in 2-7 business days if you checkout with expedited shipping. We take pride in our customer service, please contact us if you have any questions regarding the listing. Codice libro della libreria in-US-8131729303
Descrizione libro FT Press. Paperback. International Edition. Very fast shipping. Receive your book in 2-7 business days if you checkout with expedited shipping. We take pride in our customer service, please contact us if you have any questions regarding the listing. Codice libro della libreria iu-US-8131729303
Descrizione libro Paperback. Condizione libro: New. Softcover Book, Condition: New. 2nd Edition. [Please Read Carefully Before Buying], This Is An International Edition. Printed In Black and White. 296 pages, Book Cover And ISBN No May Be Different From US Edition. Restricted Sales Disclaimer Wordings Not For Sales In USA And Canada May Be Printed On The Cover Of The Book. Standard Shipping 7-14 Business Days. Expedited Shiping 4-8 Business Days. ***WE DO NOT ENTERTAIN BULK ORDERS.*** The Books May Be Ship From Overseas For Inventory Purpose. Codice libro della libreria 397583
Descrizione libro Soft cover. Condizione libro: New. Opt EXPEDITED shipping for 2 to 4 day delivery - Brand NEW - International Edition - 2ed - SAME Contents as in US edition - SHRINKwrapped BOXpacked - There is no CD or Access Code, unless specified above - Ships from various locations. Codice libro della libreria F48
Descrizione libro Paperback. Condizione libro: New. New Softcover International Edition, Printed in Black and White, Different ISBN, Same Content As US edition, Book Cover may be Different, in English Language. Codice libro della libreria 14724
Descrizione libro Condizione libro: Good. Book Condition: Good. Codice libro della libreria 97802737148594.0
Descrizione libro Condizione libro: Very Good. Book Condition: Very Good. Codice libro della libreria 97802737148593.0
Descrizione libro Condizione libro: Very Good. This book is in good condition and ready for immediate shipment to any US location by an experienced seller. CDs and Access codes and other peripherals may not be included as is the case with most used books. Thanks for shopping with us. book. Codice libro della libreria 1492037
Descrizione libro Prentice Hall. Condizione libro: New. Brand New. Codice libro della libreria 0273714856
Descrizione libro FT Press, 2009. Paperback. Condizione libro: Very Good. Codice libro della libreria P020273714856