Understanding credit derivatives and related instruments /
Bomfim, Antúlio N.
Understanding credit derivatives and related instruments / created by Antulio N. Bomfim. - Second - Amsterdam Elsevier 2016 - 399 pages : illustrations ; 24 cm
Includes bibliographical references and index.
Part 1 Credit derivatives: definition, market, uses, II - Main types of credit derivatives, III - Introduction to credit modeling I: Single-name defaults, IV - Introduction to credit modeling II: portfolio credit risk, V - A brief overview of documentation and regulatory issues, VI - Hedging and trading credit default swaps.
This intuitive, rigorous overview links academic theory with the practices valuing and trading credit derivatives. Rather than presenting highly technical explorations , it offers summaries of major subjects and the principal perspectives associated with them.Its centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models.
9780128001165 012800116X
Credit derivatives.
Understanding credit derivatives and related instruments / created by Antulio N. Bomfim. - Second - Amsterdam Elsevier 2016 - 399 pages : illustrations ; 24 cm
Includes bibliographical references and index.
Part 1 Credit derivatives: definition, market, uses, II - Main types of credit derivatives, III - Introduction to credit modeling I: Single-name defaults, IV - Introduction to credit modeling II: portfolio credit risk, V - A brief overview of documentation and regulatory issues, VI - Hedging and trading credit default swaps.
This intuitive, rigorous overview links academic theory with the practices valuing and trading credit derivatives. Rather than presenting highly technical explorations , it offers summaries of major subjects and the principal perspectives associated with them.Its centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models.
9780128001165 012800116X
Credit derivatives.