Credit: The Complete Guide to Pricing, Hedging and Risk Management - Image 1

£74.03

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

Name: Credit: The Complete Guide to Pricing, Hedging and Risk Management
Brand: Risk Books
Price: 74.03 GBP
Availability: InStock

Decision Making

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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

Brand: Risk Books
Format: hardcover
ASIN: 1899332731
Category: Books > Subjects > Business, Finance & Law > Management > Management Skills > Decision Making
Domain: Amazon UK
Release Date: 01 May 2001
Listed Since: 22 January 2007

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

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