Understanding credit derivatives and related instruments / created by Antulio N. Bomfim.

By:

Bomfim, Antúlio N. (Antúlio Neves) [author.]

Material type: Text

TextLanguage: English Publication details: Amsterdam Elsevier 2016Edition: SecondDescription: 399 pages : illustrations ; 24 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

9780128001165
012800116X

Subject(s):

Credit derivatives

Contents:

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.

Summary: 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.

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Holdings
Item type	Current library	Call number	Copy number	Status	Barcode
Book	Batanai Library Open Shelf	HG6024.A3 BOM (Browse shelf(Opens below))	150586	Available	BK138140
Book	Batanai Library Open Shelf	HG6024.A3 BOM (Browse shelf(Opens below))	150584	Available	BK137723
Book	Batanai Library Open Shelf	HG6024.A3 BOM (Browse shelf(Opens below))	150585	Available	BK138119

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Includes bibliographical references and index.

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.

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