£74.03

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

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£99.00 £61.45 £69.64 £77.83 £86.03 £94.22 £102.41 09 June 2024 11 November 2024 16 April 2025 19 September 2025 22 February 2026

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54 days 55 days 26 days 78 days · current 4 days 27 days 380 days 0 95 190 285 380 £65 £66 £67 £74 £84 £96 £99 Days at Price

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Most common price: £99 (380 days, 60.9%)

Price range: £65 - £99

Price levels: 7 different prices over 624 days

Description

Provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes. *Emphasises fixed income instruments rather than loans, where stochastic future exposures are modelled accurately *Examines loans, credit derivatives, interest rate derivatives with risky conterparties and convertible bonds *Provides a thorough analysis of the pricing and hedging of basket credit derivatives and other credit contingent products *Adapts credit derivative modelling techniques in order to price and hedge the credit component in fixed income derivatives *It provides a practical discussion of market frictions that impact credit trading *Complex theoretical issues are illustrated with an unusually high number of examples, tables and figures that have been designed with the practitioner in mind *It is self-sufficient. Proofs and technicalities are discussed in the appendices of each chapter

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 May 2001
Listed Since
22 January 2007

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