Implementing Credit Derivatives

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Implementing Credit Derivatives

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Author : Israel Nelken
language : en
Publisher: McGraw Hill Professional
Release Date : 1999

Implementing Credit Derivatives written by Israel Nelken and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.

This text goes beyond the fundamentals of credit derivatives, to explore the practical realities of derivatives in a credit risk management strategy. Key regulatory and legal issues are covered, along with case studies to demonstrate application of the strategies discussed.

The Var Implementation Handbook Chapter 7 Explaining Cross Sectional Differences In Credit Default Swap Spreads An Alternative Approach Using Value At Risk

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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2009-02-19

The Var Implementation Handbook Chapter 7 Explaining Cross Sectional Differences In Credit Default Swap Spreads An Alternative Approach Using Value At Risk written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-19 with Business & Economics categories.

The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.

Credit Derivatives And Structured Credit

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Author : Richard Bruyere
language : en
Publisher: John Wiley & Sons
Release Date : 2006

Credit Derivatives And Structured Credit written by Richard Bruyere and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.

Credit derivatives and structured credit A Guide for Investors Richard Bruyere with Rama Cont, Rgis Copinot, Loc Fery, Christophe Jaeck and Thomas Spitz Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market A clearly-written, pedagogical book with numerous illustrations Detailed review of real-case transactions A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends

Credit Derivatives

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Author : Erik Banks
language : en
Publisher: McGraw Hill Professional
Release Date : 2006-10-10

Credit Derivatives written by Erik Banks and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-10 with Business & Economics categories.

After reading this book, readers will be able to: Identify product consideration and borrower characteristics Understand expected vs. unexpected losses Evaluate the probability of default Determine the probability of a spread increase

The J P Morgan Guide To Credit Derivatives

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Author : J.P. Morgan & Co
language : en
Publisher:
Release Date : 1999

The J P Morgan Guide To Credit Derivatives written by J.P. Morgan & Co and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Credit derivatives categories.

Credit Derivatives

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Author : Mark J. P. Anson
language : en
Publisher: John Wiley & Sons
Release Date : 2004-02-01

Credit Derivatives written by Mark J. P. Anson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-01 with Business & Economics categories.

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.

Credit Derivatives

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Author :
language : en
Publisher:
Release Date : 1998

Credit Derivatives written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Credit categories.

Managing Financial Risk A Guide To Derivative Products Financial Engineering And Value Maximization

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Author : Charles W. Smithson
language : en
Publisher: McGraw Hill Professional
Release Date : 1998-06-30

Managing Financial Risk A Guide To Derivative Products Financial Engineering And Value Maximization written by Charles W. Smithson and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-06-30 with Business & Economics categories.

Managing Financial Risk is the most authoritative and comprehensive primer ever published for financial professionals who must understand and successfully use derivaties. The previous edition of this professional financial classic sold over 18,000 copies and emerged as a leading training tool in the derivatives industry. The book covers derivative products from the most basic to the most complex and explains how derivatives are used by each major player in the market: dealers, financial firms, and corporations. In addition, the book includes short contributions from a variety of experts from leading companies such as Citibank, J.P. Morgan, British Petroleum, and Ciba-Geigy. Completely updated to include new material on new products such as commodity swaps and credit swaps, this edition will cover every aspect of the derivatives marketplace with insight and authority.

The Journal Of Derivatives

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Author :
language : en
Publisher:
Release Date : 2005

The Journal Of Derivatives written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Futures categories.

Understanding Credit Derivatives And Their Potential To Synthesize Riskless Assets

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Author : Antúlio Neves Bomfim
language : en
Publisher:
Release Date : 2001

Understanding Credit Derivatives And Their Potential To Synthesize Riskless Assets written by Antúlio Neves Bomfim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Credit derivatives categories.