The Art of Credit Derivatives

افزودن به بوکمارک اشتراک گذاری 0 دیدگاه کاربران 5 (0)

Demystifying the Black Swan

مشارکت: عنوان و توضیح کوتاه هر کتاب را ترجمه کنید این ترجمه بعد از تایید با نام شما در سایت نمایش داده خواهد شد.

ترجمه این کتاب مشاهده همه کتاب های ترجمه نشده

Demystifying the Black Swan

Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater." "

"The Art of Credit Derivatives" shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this activity and linking them with very practical examples, the authors show why a mind-shift within the quant community is needed - a move from simple modeling to a more hands on mindset where the modeler understands the trading implicitly.

The book has been written in five parts, covering the modeling framework; single name corporate credit derivatives; multi name corporate credit derivatives; asset backed securities and dynamic credit portfolio management.

Coverage includes: groundbreaking solutions to the inherent risks associated with investing in securitization instrumentshow to use the standardized credit indices as the most appropriate instruments in price discovery processes and why these indices are the essential tools for short term credit portfolio managementwhy the dynamics of systemic correlation and the standardised credit indices are linked with leverage, and consequently the implications for liquidity and solvability of financial institutionshow Levy processes and long term memory processes are related to the understanding of economic activitywhy regulatory capital should be portfolio dependant and how to use stress tests and scenario analysis to model thishow to put structured products in a mark-to market-environment, increasing transparency for accounting and compliance.

This book will be invaluable reading for Credit Analysts, Quantitative Analysts, Credit Portfolio Managers, Academics and anyone interested in these complex yet important markets.

لغو

گزارش تخلف

مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2010

نویسنده

Serge Goossens

ناشر

Wiley

شابک

9780470747353

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب The Art of Credit Derivatives

The Art of Credit Derivatives

گزارش تخلف

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2010

نویسنده

ناشر

شابک

کتاب های مرتبط

Credit Derivatives

The Credit Default Swap Basis

Credit Risk Frontiers

Credit Derivatives and Structured Credit Trading [With CDROM]

An Introduction to Credit Derivatives

Pricing and liquidity of complex and structured derivatives : deviation of a risk benchmark basd on credit and option market data

Impact of government bonds spreads on credit derivatives analysis of increasing spreads developments within the European area

Understanding credit derivatives and related instruments

Structured Products and Related Credit Derivatives

Credit Derivatives and Structured Credit

Credit Derivatives

Modelling Single-Name and Multi-Name Credit Derivatives

The Structured Credit Handbook