£81.86

Wiley Modelling Single-name and Multi-name Credit Derivatives: 545 (The Wiley Finance Series)

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£82 today · all-time low £78 (Apr 2026) · usually the usual

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Last 59 days · 59 data points (no recent data)

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£82.31 £77.56 £78.59 £79.63 £80.67 £81.71 £82.74 27 April 2026 11 May 2026 26 May 2026 09 June 2026 24 June 2026

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5 days 7 days 27 days · current 20 days · current 0 7 14 20 27 £78 £79 £81 £82 Days at Price

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Most common price: £81 (27 days, 45.8%)

Price range: £78 - £82

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Description

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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
04 July 2008
Listed Since
03 May 2007

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