Understanding Credit Derivatives and Related Instruments

Written By Antúlio Neves Bomfim
Understanding Credit Derivatives and Related Instruments
  • Publsiher : Academic Press
  • Release : 13 May 2021
  • ISBN : 0121082652
  • Pages : 339 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Understanding Credit Derivatives and Related Instruments written by Antúlio Neves Bomfim which was release on 13 May 2021, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: Comprehensive introduction to the main isues in the credit derivatives market, including an accessible introduction to valuation methods.

Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antúlio Neves Bomfim
  • Publisher : Academic Press
  • Release Date : 2005
  • Total pages : 339
  • ISBN : 0121082652
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Summary : Comprehensive introduction to the main isues in the credit derivatives market, including an accessible introduction to valuation methods....

Credit Derivatives

Credit Derivatives
  • Author : Mark J. P. Anson,Frank J. Fabozzi,Moorad Choudhry,Ren-Raw Chen
  • Publisher : John Wiley & Sons
  • Release Date : 2004-02-01
  • Total pages : 288
  • ISBN : 0121082652
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Summary : An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. ...

Managing Credit Risk

Managing Credit Risk
  • Author : John B. Caouette,Edward I. Altman,Paul Narayanan,Robert Nimmo
  • Publisher : Wiley
  • Release Date : 2008-05-16
  • Total pages : 656
  • ISBN : 0121082652
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Summary : Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of ...

Credit Derivatives and Synthetic Structures

Credit Derivatives and Synthetic Structures
  • Author : Janet M. Tavakoli
  • Publisher : John Wiley & Sons
  • Release Date : 2001-07-16
  • Total pages : 312
  • ISBN : 0121082652
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Summary : Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. "If you want to know more ...

Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets

Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets
  • Author : Antúlio Neves Bomfim
  • Publisher : Unknown
  • Release Date : 2001
  • Total pages : 31
  • ISBN : 0121082652
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Summary : Download or read online Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets written by Antúlio Neves Bomfim, published by which was released on 2001. Get Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets Books now! Available in PDF, ePub and Kindle....

Credit Derivatives and Structured Credit

Credit Derivatives and Structured Credit
  • Author : Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
  • Publisher : John Wiley & Sons
  • Release Date : 2006-06-14
  • Total pages : 294
  • ISBN : 0121082652
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Summary : Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, ...

Credit Derivatives and Structured Credit Trading

Credit Derivatives and Structured Credit Trading
  • Author : Vinod Kothari
  • Publisher : John Wiley & Sons
  • Release Date : 2011-12-15
  • Total pages : 256
  • ISBN : 0121082652
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Summary : Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks ...

Tax Notes International

Tax Notes International
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2005
  • Total pages : 212
  • ISBN : 0121082652
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Summary : Download or read online Tax Notes International written by , published by which was released on 2005. Get Tax Notes International Books now! Available in PDF, ePub and Kindle....

Mastering Credit Derivatives

Mastering Credit Derivatives
  • Author : Andrew Kasapi
  • Publisher : Financial Times/Prentice Hall
  • Release Date : 1999
  • Total pages : 181
  • ISBN : 0121082652
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Summary : Until recently, credit derivatives were more talked about than traded, yet the last few years have seen a rapid growth in the number of transactions. However, as the market has grown, the knowledge regarding derivative application has not, and this book will close that gap.Demystify and understand credit derivatives ...

An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release Date : 2012-12-31
  • Total pages : 158
  • ISBN : 0121082652
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Summary : The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical ...

Credit Risk Valuation

Credit Risk Valuation
  • Author : Manuel Ammann
  • Publisher : Springer Science & Business Media
  • Release Date : 2002-02-25
  • Total pages : 255
  • ISBN : 0121082652
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Summary : This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing derivative securities with credit risk. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate ...

Commodity Derivatives

Commodity Derivatives
  • Author : Edmund Parker,Marcin Perzanowski
  • Publisher : Globe Business Planning
  • Release Date : 2010
  • Total pages : 584
  • ISBN : 0121082652
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Summary : This accessible title explains each type of transaction, together with the documentation involved. In particular, the book analyses and guides the reader through the full suite of over-the-counter, exchange-traded and structured commodity derivative documentation, and provides a detailed guide to International Swaps and Derivatives Association and other leading documentation platforms. ...

Credit Derivatives

Credit Derivatives
  • Author : Janet M. Tavakoli
  • Publisher : Wiley
  • Release Date : 1998-06-23
  • Total pages : 272
  • ISBN : 0121082652
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Summary : A comprehensive first look at one of today's fastest growing investment and risk management mechanisms. "If you want to know more about credit derivatives-and these days an increasing number of people do-then you should read this book." -Merton H. Miller, winner, Nobel Prize in Economics, 1990 Robert R. McCormick Distinguished Service ...

Credit Derivatives and the Management of Risk

Credit Derivatives and the Management of Risk
  • Author : Dimitris N. Chorafas
  • Publisher : Prentice Hall Press
  • Release Date : 2000
  • Total pages : 316
  • ISBN : 0121082652
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Summary : Explains the managerial basis and consequences of credit derivatives. The text covers credit derivative instruments and their underliers, such as catastrophe insurance and hurricane derivations. It includes comparison of credit risk models and analysis of their strengths and weaknesses....

The Art of Credit Derivatives

The Art of Credit Derivatives
  • Author : Joao Garcia,Serge Goossens
  • Publisher : John Wiley & Sons
  • Release Date : 2010-02-16
  • Total pages : 250
  • ISBN : 0121082652
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Summary : 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 ...