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Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 電子書下載

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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.

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 電子書下載

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發表於2024-06-29

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 電子書下載

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 電子書下載

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 電子書下載

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出版者:Wiley

作者:Dominic O'Kane

出品人:

頁數:514

譯者:

出版時間:2008-08-25

價格:USD 140.00

裝幀:Hardcover

isbn號碼:9780470519288

叢書系列:The Wiley Finance Series

圖書標籤: 金融風險管理 credit Credit 金融工程數學和計算機信用風險 risk

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 電子書下載

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評分☆☆☆☆☆

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Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series) 2024 pdf epub mobi 電子書下載

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