£145.00

Credit Modelling: Advanced Topics

Investments & Securities

Price data last checked 83 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

Last 8 days • 8 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 8 days • 1 price levels

Days at Price

Price Analysis

Most common price: £145 (8 days, 100.0%)

Price range: £145 - £145

Price levels: 1 different prices over 8 days

Description

The book reveals to traders how to consistently outperform credit benchmarks, how to hedge the credit risk premium, and how to overcome pension liability deficits. In addition, several successful trading strategies are presented including debt versus equities, Co-Co bond trading and a quantitative analysis of the municipal bond market. Chapters include: Credit Models, Past Present and Future Predicting Annual Default Rates and Implications for Market Prices Risk and Relative Value in the Municipal Bond Market Contingent Collateral Bonds Model for Sovereign Default and Relative Value Beating Credit Benchmarks Analyzing and Hedging Systemic Liquidity Risk Building on the best-selling first edition, author Terry Benzschawel advances the topics covered in Credit Risk Modelling by outlining the reality of defaults and recoveries, then detailing credit models and credit instruments before presenting some real-world applications. You'll learn how to measure, hedge and predict the credit-risk premium reliable techniques for making money in credit markets and be able to help your firm better man

Product Specifications

Format: paperback
ASIN: 1782722599
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities
Domain: Amazon UK
Release Date: 31 January 2017
Listed Since: 08 February 2017

Barcode

No barcode data available

Credit Modelling: Advanced Topics

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Credit: The Complete Guide to Pricing, Hedging and Risk Management

Modern Credit Risk Management: Theory and Practice

Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Measuring and Managing Credit Risk: Quantitative Approaches for Default Risk/Data Analysis and Models for Loss Distrubutions/Unique Strategies for ... (PROFESSIONAL FINANCE & INVESTM)

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)

Credit Derivatives: Trading, Investing, and Risk Management (The Wiley Finance Series)

Advanced Credit Risk Analysis and Management (The Wiley Finance Series)

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Credit Risk Management: Pricing, Measurement, and Modeling

Credit-Risk Modelling: Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

The Handbook of Credit Derivaties (McGraw-Hill Library of Investment and Finance)

Springer Credit Risk Valuation: Methods, Models, and Applications

Credit Derivatives: The Definitive Guide

Managing Bank Risk: An Introduction to Broad-Base Credit Engineering

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices (Academic Press Advanced Finance)

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

ADVANCED CREDIT RISK MANAGEMENT IN THE BANKING INDUSTRY: MANAGING CREDIT RISK IN THE FINANCIAL SERVICE INDUSTRY

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market

Credit Risk Management: How to Avoid Lending Disasters and Maximize Earnings (PROFESSIONAL FINANCE & INVESTM)

Introduction to Credit Risk Modeling (Chapman and Hall/CRC Financial Mathematics Series)

Credit Risk – Pricing, Measurement, and Management (Princeton Series in Finance)

Credit Risk: From Transaction to Portfolio Management (Securities Institute Global Capital Markets)