Modelling Single-name And Multi-name Credit Derivatives Av Dominic O'kane

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.

Pris: kr 1061.00 fra Norli

Butikk	Produktnavn	Lagerstus	Pris
	Modelling Single-name And Multi-name Credit Derivatives Av Dominic O'kane	Se butikk	kr 1061.00	Besøk butikk

Credit-risk Modelling Av David Jamieson Bolder

The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing...

kr 919.00
Mer informasjon
Ifrs 9 And Cecl Credit Risk Modelling And Validation Av Tiziano (blackrock Financial Market Advisory London Uk) Bellini

IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores...

kr 919.00
Mer informasjon
Computational Modelling And Simulation Of Aircraft And The Environment, Volume 2 Av Dominic J. (university Of Liverpool Uk) Diston

This book provides a comprehensive guide to the derivation of computational models from basic physical mathematical principles, giving the reader sufficient information to be able to represent the basic architecture of air vehicles and their embedded...

kr 781.00
Mer informasjon
Tropical Biorept W, Akvariefisk, Tørr Fiskemat, Stang, Vitamin A, Vitamin C, Vitamin D3, Vitamin E, Kopper, Kobbersulfat, Jod, Strykejern, Molybdenum, Natrium, Fish And Fish Derivatives, Derivatives Of Vegetable Origin, Vegetable Protein Extracts, Cereals

kr 215.00
Mer informasjon

Modelling Single-name And Multi-name Credit Derivatives Av Dominic O'kane

Relaterte produkter