Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series)
Dominic O'Kane
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.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.
หมวดหมู่:
ปี:
2008
ฉบับพิมพ์ครั้งที่:
1
สำนักพิมพ์:
Wiley
ภาษา:
english
จำนวนหน้า:
515
ISBN 10:
0470519282
ISBN 13:
9780470519288
ไฟล์:
PDF, 4.42 MB
IPFS:
,
english, 2008
Amazon 
Barnes & Noble 
Bookshop.org 
สามารถแปลงไฟล์ได้
ผลการค้นหาเพิ่มเติม
สิทธิประโยชน์อื่นๆ 
คำที่ถูกค้นหาบ่อยที่สุด
บุ๊กลิสต์ที่เกี่ยวข้อง
