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

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£99.00 £74.61 £79.93 £85.25 £90.58 £95.90 £101.22 25 April 2026 12 May 2026 29 May 2026 15 June 2026 02 July 2026

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Price levels: 3 different prices over 69 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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