Credit derivatives :
Chaplin, Geoff
Credit derivatives : trading, investing and risk management / Geoff Chaplin - 2nd ed. - Hoboken : Wiley, 2010 - 1 CD-ROM
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 crisisthis edition, covers the subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques
Credit derivatives
Risk management
332.632 / CHA
Credit derivatives : trading, investing and risk management / Geoff Chaplin - 2nd ed. - Hoboken : Wiley, 2010 - 1 CD-ROM
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 crisisthis edition, covers the subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques
Credit derivatives
Risk management
332.632 / CHA