Books

9 results found
Title Authors Description OpenBook ID
Credit Derivatives Credit Derivatives Frank J. Fabozzi An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader thr… OL15004366W
Structured Products and Related Credit Derivatives Structured Products and Related Credit Derivatives Frank J. Fabozzi Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivati… OL15042449W
Subprime Mortgage Credit Derivatives Subprime Mortgage Credit Derivatives Frank J. Fabozzi Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners-Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman-along with F… OL15042450W
Credit risk frontiers Credit risk frontiers Tomasz R. Bielecki "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… OL15910110W
Credit derivative strategies Credit derivative strategies Rohan Douglas "Credit Derivatives are financial contracts that transfer credit risk--the risk that a debtor will not repay a loan--between parties. Credit Derivative Strategies describes for professional investors… OL18613194W
Credit Derivatives Credit Derivatives Geoff Chaplin 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. … OL8204248W
Quantitative Methods in Derivatives Pricing Quantitative Methods in Derivatives Pricing Domingo Tavella "Quantitative Methods in Derivatives Pricing, researched and written by Domingo Tavella, one of the pioneers in the emergence of computational finance as a discipline in its own right, develops the m… OL8226481W
Credit Derivatives Credit Derivatives Gunter Meissner The market for credit derivatives--financial instruments designed to transfer credit risk from one party to another--has grown exponentially in recent years, with volume expected to reach more than $… OL8719271W
Credit Risk Credit Risk Niklas Wagner This volume illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results.… OL9889214W