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Credit Derivatives: Trading & Management of Credit & Default Ris

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Item specifics

Condition: Very Good: A book that has been read but is in excellent condition. No obvious damage to the cover, ... Very Good: A book that has been read but is in excellent condition. No obvious damage to the cover, with the dust jacket included for hard covers. No missing or damaged pages, no creases or tears, and no underlining/highlighting of text or writing in the margins. May be very minimal identifying marks on the inside cover. Very minimal wear and tear. See all condition definitionsopens in a new window or tab

Title: Credit Derivatives: Trading & Management of Credit & Default Ris

ISBN: 9780471248569

Subject Area: Business & Economics

Publication Name: Credit Derivatives : Trading and Management of Credit and Default Risk

Publisher: Wiley & Sons, Incorporated, John

Item Length: 9.2 in

Subject: Investments & Securities / Derivatives, Investments & Securities / General

Publication Year: 1998

Type: Textbook

Format: Hardcover

Language: English

Item Height: 1.6 in

Author: Satyajit Das

Item Weight: 41.8 Oz

Item Width: 6.3 in

Number of Pages: 578 Pages

About this product

Product Identifiers

Publisher

Wiley & Sons, Incorporated, John

ISBN-10

0471248568

ISBN-13

9780471248569

eBay Product ID (ePID)

863372

Product Key Features

Number of Pages

578 Pages

Language

English

Publication Name

Credit Derivatives : Trading and Management of Credit and Default Risk

Publication Year

1998

Subject

Investments & Securities / Derivatives, Investments & Securities / General

Type

Textbook

Author

Satyajit Das

Subject Area

Business & Economics

Format

Hardcover

Dimensions

Item Height

1.6 in

Item Weight

41.8 Oz

Item Length

9.2 in

Item Width

6.3 in

Additional Product Features

Edition Number

Intended Audience

Scholarly & Professional

LCCN

97-053210

Dewey Edition

Illustrated

Yes

Dewey Decimal

658.8/8

Table Of Content

PRODUCTS AND STRUCTURES. Credit Derivative - Instuments (S. Das). Credit-Linked Structured Notes (S. Das). APPLICATIONS. Credit Derivatives-Applications (S. Das). PRICING AND VALUATION ISSUES. Valuation and Pricing of Credit Derivatives (S. Das). Using Default Rates to Model the Term Structures of Credit Risk (J. Fons). Analytics and Algorithms for Credit Derivatives (H. Stedman). CreditMetrics TM : Assessing the Marginal Risk Contribution of Credit (G. Gupton). Modeling Default Risk (P. Crosbie). Historical Default Rates of Corporate Bond Issuers 1920-1996 (L. Carty & D. Lieberman). Moody2s Rating Migration and Credit Quality Correlation 1920-1996 (L. Carty). MARKETS. The Market for Credit Derivatives (R. Reoch). RATING, DOCUMENTATION, ACCOUNTING AND TAXATION ISSUES. Rating Implications of Credit Derivatives (N. Anderson). Legal, Documentation and Regulatory Issues of Credit Derivatives (C. Brown). Accounting and Taxation Implications of Credit Derivatives (P. Waterhouse). CONCLUSIONS. Developments in the Market for Credit Derivatives (S. Das). Index.

Synopsis

Credit Derivatives Trading & Management of Credit & Default Risk Written by some of the industry's leading names, Credit Derivatives - Trading & Management of Credit and Default Riskprovides a comprehensive overview of this increasingly important financial instrument. Credit Derivatives promise to revolutionise the management of credit risk in banking and capital markets. Credit Derivatives will be essential for commercial and investment banks as well as brokers active in credit derivative products; liability and investment managers who utilise or are looking at utilising credit derivatives; consultants, IT firms and accountants active in advising traders or users of these instruments; and, regulatory agencies. It can also be used in practical in-house training programmes as well as in post-graduate programmes such as MBA or Applied Finance courses in credit risk management, either as the primary text or supplementary reading. Credit Derivatives is edited by the author of Swaps & Financial Derivatives, Satyajit Das, who is also the major contributor to the book. There are additional specialist chapters by practitioners drawn from industry leaders including: Citibank Limited Clifford Chance JP Morgan KMV Corporation Moody's Investors Service Price Waterhouse "In a rapidly developing area of finance, where knowledge and information are jealously guarded, this book offers a means of 'getting up to speed' on a topic that may well fundamentally alter the way the banking and investment community handles credit risk." - Mark Schneider, Head of New Markets Société Générale Australia Limited "In his usual style, Das has produced...;one of the most extensive discussions of credit derivatives...;A must have reference for students and market practitioners alike." - Quentin K. Hills, Head, Derivatives Marketing - Asia Citibank, N.A. "...;too often this kind of 'real world' material does not get included in derivatives books...;This has the right combination of basic explanation and technical material." - Nick Reed, Director, RVC Associates "...;a comprehensive collection of material on...;this relatively new field of banking practice." - Ralph Yiehmin Liu, Managing Director, Advanced Risk Management Solutions Pte Ltd, Written by some of the industry's leading names, this book provides a comprehensive overview of this increasingly important financial instrument., Credit Derivatives Trading & Management of Credit & Default Risk Written by some of the industry's leading names, Credit Derivatives - Trading & Management of Credit and Default Riskprovides a comprehensive overview of this increasingly important financial instrument. Credit Derivatives promise to revolutionise the management of credit risk in banking and capital markets. Credit Derivatives will be essential for commercial and investment banks as well as brokers active in credit derivative products; liability and investment managers who utilise or are looking at utilising credit derivatives; consultants, IT firms and accountants active in advising traders or users of these instruments; and, regulatory agencies. It can also be used in practical in-house training programmes as well as in post-graduate programmes such as MBA or Applied Finance courses in credit risk management, either as the primary text or supplementary reading. Credit Derivatives is edited by the author of Swaps & Financial Derivatives, Satyajit Das, who is also the major contributor to the book. There are additional specialist chapters by practitioners drawn from industry leaders including: Citibank Limited Clifford Chance JP Morgan KMV Corporation Moody's Investors Service Price Waterhouse "In a rapidly developing area of finance, where knowledge and information are jealously guarded, this book offers a means of 'getting up to speed' on a topic that may well fundamentally alter the way the banking and investment community handles credit risk." - Mark Schneider, Head of New Markets Société Générale Australia Limited "In his usual style, Das has produced...one of the most extensive discussions of credit derivatives...A must have reference for students and market practitioners alike." - Quentin K. Hills, Head, Derivatives Marketing - Asia Citibank, N.A. "...too often this kind of 'real world' material does not get included in derivatives books...This has the right combination of basic explanation and technical material." - Nick Reed, Director, RVC Associates "...a comprehensive collection of material on...this relatively new field of banking practice." - Ralph Yiehmin Liu, Managing Director, Advanced Risk Management Solutions Pte Ltd, Credit Derivatives Trading & Management of Credit & Default Risk Written by some of the industry's leading names, Credit Derivatives - Trading & Management of Credit and Default Riskprovides a comprehensive overview of this increasingly important financial instrument. Credit Derivatives promise to revolutionise the management of credit risk in banking and capital markets. Credit Derivatives will be essential for commercial and investment banks as well as brokers active in credit derivative products; liability and investment managers who utilise or are looking at utilising credit derivatives; consultants, IT firms and accountants active in advising traders or users of these instruments; and, regulatory agencies. It can also be used in practical in-house training programmes as well as in post-graduate programmes such as MBA or Applied Finance courses in credit risk management, either as the primary text or supplementary reading. Credit Derivatives is edited by the author of Swaps & Financial Derivatives, Satyajit Das, who is also the major contributor to the book. There are additional specialist chapters by practitioners drawn from industry leaders including: Citibank Limited Clifford Chance JP Morgan KMV Corporation Moody's Investors Service Price Waterhouse "In a rapidly developing area of finance, where knowledge and information are jealously guarded, this book offers a means of 'getting up to speed' on a topic that may well fundamentally alter the way the banking and investment community handles credit risk." - Mark Schneider, Head of New Markets SociEtE GEnErale Australia Limited "In his usual style, Das has produced...one of the most extensive discussions of credit derivatives...A must have reference for students and market practitioners alike." - Quentin K. Hills, Head, Derivatives Marketing - Asia Citibank, N.A. ..".too often this kind of 'real world' material does not get included in derivatives books...This has the right combination of basic explanation and technical material." - Nick Reed, Director, RVC Associates ..".a comprehensive collection of material on...this relatively new field of banking practice." - Ralph Yiehmin Liu, Managing Director, Advanced Risk Management Solutions Pte Ltd

LC Classification Number

HG6024.A3C74 1998