Understanding Credit Derivatives and Related Instruments (Hardcover, 2nd edition)

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.

General

Imprint:	Academic Press Inc
Country of origin:	United States
Release date:	November 2015
First published:	2016
Authors:	Antulio N Bomfim
Dimensions:	229 x 152 x 26mm (L x W x T)
Format:	Hardcover
Pages:	420
Edition:	2nd edition
ISBN-13:	978-0-12-800116-5
Categories:	Books > Business & Economics > Finance & accounting > Finance > Banking Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Banking Books > Money & Finance > Credit & credit institutions Books > Money & Finance > Investment & securities > General Promotions
LSN:	0-12-800116-X
Barcode:	9780128001165

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