|
|
|
|
| LEADER |
03001nmm a2200589 u 4500 |
| 001 |
EB001915741 |
| 003 |
EBX01000000000000001078643 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
210123 ||| eng |
| 020 |
|
|
|a 9780470689868
|
| 020 |
|
|
|a 0470689889
|
| 020 |
|
|
|a 0470689862
|
| 020 |
|
|
|a 1119208637
|
| 020 |
|
|
|a 9781119208631
|
| 020 |
|
|
|a 9780470689882
|
| 050 |
|
4 |
|a HG6024.A3
|
| 100 |
1 |
|
|a Chaplin, Geoff
|
| 245 |
0 |
0 |
|a Credit derivatives
|b trading, investing and risk management
|c Geoff Chaplin
|
| 250 |
|
|
|a 2nd ed
|
| 260 |
|
|
|a Chichester, West Sussex, U.K.
|b John Wiley and Sons
|c 2010
|
| 300 |
|
|
|a xxviii, 376 pages
|b illustrations
|
| 505 |
0 |
|
|a Includes bibliographical references (pages 364-365) and index
|
| 505 |
0 |
|
|a Credit Derivatives; Contents; Preface to the First Edition; Preface to the Second Edition; Acknowledgements; Disclaimer; Table of Spreadsheet Examples and Software; About the Author; PART I CREDIT BACKGROUND AND CREDIT DERIVATIVES; 1 Credit Debt and Other Traditional Credit Instruments; 2 Default and Recovery Data; Transition Matrices; Historical Pricing; 3 Asset Swaps and Asset Swap Spread; z-Spread; 4 Liquidity, the Credit Pyramid and Market Data; 5 Traditional Counterparty Risk Management; 6 Credit Portfolios and Portfolio Risk; 7 Introduction to Credit Derivatives
|
| 653 |
|
|
|a Credit derivatives / fast
|
| 653 |
|
|
|a Risk management / fast
|
| 653 |
|
|
|a Instruments dérivés de crédit
|
| 653 |
|
|
|a BUSINESS & ECONOMICS / Investments & Securities / General / bisacsh
|
| 653 |
|
|
|a Risk management / http://id.loc.gov/authorities/subjects/sh85114200
|
| 653 |
|
|
|a Gestion du risque
|
| 653 |
|
|
|a risk management / aat
|
| 653 |
|
|
|a Credit derivatives / http://id.loc.gov/authorities/subjects/sh98007287
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b OREILLY
|a O'Reilly
|
| 490 |
0 |
|
|a Finance professional collection
|
| 776 |
|
|
|z 9780470686447
|
| 776 |
|
|
|z 9781119208631
|
| 776 |
|
|
|z 1119208637
|
| 776 |
|
|
|z 9780470689882
|
| 776 |
|
|
|z 9780470689868
|
| 776 |
|
|
|z 0470689862
|
| 776 |
|
|
|z 0470689889
|
| 776 |
|
|
|z 0470686448
|
| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9780470689868/?ar
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 658
|
| 082 |
0 |
|
|a 368
|
| 082 |
0 |
|
|a 332.63/2
|
| 082 |
0 |
|
|a 332.6
|
| 082 |
0 |
|
|a 332
|
| 082 |
0 |
|
|a 330
|
| 082 |
0 |
|
|a 658.155
|
| 520 |
|
|
|a The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk requirements post financial crisis, Credit Derivatives: Trading, Investing and Risk Mana
|