Opis: Credit Derivatives Handbook - Greg N. Gregoriou, Paul U Ali, G Gregoriou

The world's leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider "one of the most important financial innovations of recent times."

Szczegóły: Credit Derivatives Handbook - Greg N. Gregoriou, Paul U Ali, G Gregoriou

Tytuł: Credit Derivatives Handbook
Autor: Greg N. Gregoriou, Paul U Ali, G Gregoriou
Producent: McGraw-Hill
ISBN: 9780071549523
Rok produkcji: 2008
Ilość stron: 528
Oprawa: Twarda
Waga: 0.75 kg

Recenzje: Credit Derivatives Handbook - Greg N. Gregoriou, Paul U Ali, G Gregoriou