Credit Risk Frontiers : Subprime Crisis, Pricing and Hedging, Cva, Mbs, Ratings, and Liquidity (Hardcover)

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Specifications

Publisher John Wiley & Sons Inc
Mfg Part# 9781576603581
SKU 217547801
Format Hardcover
ISBN10 157660358X
Release Date 8/13/2012
Physical
Dimensions (in Inches) 10.5H x 7.5L x 2T
From the Publisher
Editors Note A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives Takes into account the new products and risk requirements of a post financial crisis world Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read.
Product Attributes
eBooks Kobo
Book Format Hardcover
Number of Pages 0754
Publisher Bloomberg Press

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