Understanding Credit Derivatives and Related Instruments

Written By Antulio N. Bomfim
Understanding Credit Derivatives and Related Instruments
  • Publsiher : Academic Press
  • Release : 23 November 2015
  • ISBN : 0128004908
  • Pages : 420 pages
  • Rating : /5 from reviews
GET THIS BOOKUnderstanding Credit Derivatives and Related Instruments


Download or read book entitled Understanding Credit Derivatives and Related Instruments by author: Antulio N. Bomfim which was release on 23 November 2015 and published by Academic Press with total page 420 pages . This book available in PDF, EPUB and Kindle Format. Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more

Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments
  • Author : Antulio N. Bomfim
  • Publisher : Academic Press
  • Release Date : 2015-11-23
  • Total pages : 420
  • ISBN : 0128004908
GET BOOK

Summary : Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is ...

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 : 0128004908
GET BOOK

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 ...

Credit Derivatives

Credit Derivatives
  • Author : Michael Stafferton
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 165
  • ISBN : 0128004908
GET BOOK

Summary : Presents a self-study guide to several complex instruments, their application, pricing, and market development. This workbook is designed to provide answers to fundamental questions about what credit derivatives are, who uses them, why, and also in what ways....

FINANCIAL DERIVATIVES

FINANCIAL DERIVATIVES
  • Author : S.L. GUPTA
  • Publisher : PHI Learning Pvt. Ltd.
  • Release Date : 2017-07-01
  • Total pages : 892
  • ISBN : 0128004908
GET BOOK

Summary : This highly acclaimed text, designed for postgraduate students of management, commerce, and financial studies, has been enlarged and updated in its second edition by introducing new chapters and topics with its focus on conceptual understanding based on practical examples. Each derivative product is illustrated with the help of diagrams, charts, ...

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 : 0128004908
GET BOOK

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 Pricing Models

Credit Derivatives Pricing Models
  • Author : Philipp J. Schönbucher
  • Publisher : John Wiley & Sons
  • Release Date : 2003-10-31
  • Total pages : 396
  • ISBN : 0128004908
GET BOOK

Summary : The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely ...

Credit Derivatives

Credit Derivatives
  • Author : George Chacko,Anders Sjoman,Hideto Motohashi,Vincent Dessain
  • Publisher : Ft Press
  • Release Date : 2015-08-31
  • Total pages : 272
  • ISBN : 0128004908
GET BOOK

Summary : Now, there's a completely up-to-date guide on credit derivatives that's ideal for all working financial professionals and students entering the field.Credit Derivatives, Second Edition has been fully updated to explain today's credit risk markets clearly and simply, in language any practitioner or advanced business student can understand. The authors ...

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 : 0128004908
GET BOOK

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. ...

Mathematics of the Financial Markets

Mathematics of the Financial Markets
  • Author : Alain Ruttiens
  • Publisher : John Wiley & Sons
  • Release Date : 2013-08-05
  • Total pages : 352
  • ISBN : 0128004908
GET BOOK

Summary : Mathematics of the Financial Markets Financial Instruments and Derivatives Modeling, Valuation and Risk Issues "Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!" Marco Dion, Global Head of Equity ...

Credit Derivatives Revised Edition

Credit Derivatives  Revised Edition
  • Author : George Chacko,Anders Sjöman,Hideto Motohashi,Vincent Dessain
  • Publisher : FT Press
  • Release Date : 2015-12-18
  • Total pages : 272
  • ISBN : 0128004908
GET BOOK

Summary : Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds—and all financial professionals need to understand them. Credit Derivatives, Revised Edition, explains these tools simply, clearly, ...

Mastering Credit Derivatives

Mastering Credit Derivatives
  • Author : Andrew Kasapi
  • Publisher : Financial Times/Prentice Hall
  • Release Date : 1999
  • Total pages : 181
  • ISBN : 0128004908
GET BOOK

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 ...

Managerial Strategies for Business Sustainability During Turbulent Times

Managerial Strategies for Business Sustainability During Turbulent Times
  • Author : Leon, Ramona-Diana
  • Publisher : IGI Global
  • Release Date : 2017-07-12
  • Total pages : 394
  • ISBN : 0128004908
GET BOOK

Summary : As the economy fluctuates, so does the need for resilient business practices. If organizations can remain strong and steady during difficult times, they will be more fruitful during successful periods as well. Managerial Strategies for Business Sustainability During Turbulent Times is a crucial resource that discusses successful methods and techniques ...

Financial Derivatives

Financial Derivatives
  • Author : Robert W. Kolb,James A. Overdahl
  • Publisher : John Wiley & Sons
  • Release Date : 2009-10-15
  • Total pages : 624
  • ISBN : 0128004908
GET BOOK

Summary : Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain ...

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 : 0128004908
GET BOOK

Summary : Read online Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets written by Antúlio Neves Bomfim, published by which was released on 2001. Download full Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets Books now! Available in PDF, ePub and Kindle....

GLOBAL SECURITY AND INTERNATIONAL POLITICAL ECONOMY Volume I

GLOBAL SECURITY AND INTERNATIONAL POLITICAL ECONOMY     Volume I
  • Author : P.Bilgin, P.D. Williams, M. Sekiguchi, J. K. Galbraith, S. T. Inayatullah, J. Wiener, R. A. Schrire, I.L. Murphy
  • Publisher : EOLSS Publications
  • Release Date : 2010-09-19
  • Total pages : 476
  • ISBN : 0128004908
GET BOOK

Summary : Global Security and International Political Economy is a component of Encyclopedia of Social Sciences and Humanities in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. This 6-volume set contains several chapters, each of size 5000-30000 words, with perspectives, issues of great ...