%10 indirim al
Bu kitabı önerin ve arkadaşınız kitabı satın aldığında ₺588,44 kazanın.
0+
metinPDF
Cilt 515 sayfalar
Modelling Single-name and Multi-name Credit Derivatives
metinPDF
₺5.884,30
Kitap hakkında
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.
Türler ve etiketler
Yorum gönderin
Giriş, kitabı değerlendirin ve yorum bırakın
Kitap açıklaması
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.
Kitab «Modelling Single-name and Multi-name Credit Derivatives» — saytda onlayn oxuyun. Şərh və rəylərinizi qeyd edin, sevimlilərinizi seçin.
Yaş sınırı:
0+Litres'teki yayın tarihi:
20 ağustos 2019Hacim:
515 s. ISBN:
9780470696767Toplam boyut:
6.2 МБToplam sayfa sayısı:
515Telif hakkı:
John Wiley & Sons Limited
