Credit Derivatives: Trading, Investing,and Risk Management (The Wiley Finance Series)
Contents:
Measuring and Managing Credit Risk. Swaps and Other Derivatives. Counterparty Credit Risk, Collateral and Funding.
Credit Derivatives: Trading, Investing, and Risk Management, 2nd Edition
Pricing and Hedging Financial Derivatives. Introduction to Option-Adjusted Spread Analysis. Modelling Single-name and Multi-name Credit Derivatives. Investment Theory and Risk Management. An Introduction to Equity Derivatives.
The Complete Arbitrage Deskbook. Portfolio Construction and Analytics.
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- Credit Derivatives: Risk Management, Trading and Investing by Geoff Chaplin.
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- Made to Matter.
- Credit Derivatives: Risk Management, Trading and Investing.
- Rangelands of the Arid and Semi-arid Zones in Uzbekistan.
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Continue shopping Checkout Continue shopping. E-books are non-returnable and non-refundable. Added to Your Shopping Cart. Description The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance.
The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. Risk Management, Trading and Investing provides: He has been involved in the credit derivatives market since and has both traded portfolio products and developed risk management systems for these products.
In addition to consulting and training for the major financial institutions, Geoff has maintained strong academic interests and was a visiting emeritus professor at the University of Waterloo Canada from until He has also published many articles in Risk, the Journal of the Institute and Faculty of Actuaries, and others and speaks regularly at conferences on credit derivatives.
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Hardcover , pages. Published July 1st by Wiley first published January 1st To see what your friends thought of this book, please sign up. To ask other readers questions about Credit Derivatives , please sign up. Lists with This Book.
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Would you like to report this content as inappropriate? Hardcover , pages. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. Interest Rate Swaps and Their Derivatives. The book is thoroughly updated to reflect the changes the industry has seen over the past 5 years, notably with an analysis of the lead up and causes of the credit crisis. An Introduction to Equity Derivatives.
Rasha the Damascene rated it it was ok Jun 14, Eugene added it Apr 22, Rocky added it Apr 08, Andrew added it Apr 26, Kimon Mikroulis added it Aug 23, Sergio Almeida marked it as to-read Jan 24,