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

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

This comprehensive text provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes. The book: emphasizes fixed income instruments rather than loans, where stochastic future exposures are modelled accurately; examines loans, credit derivatives, interest rate derivatives with risky counterparties 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; provides a practical discusssion of market frictions that impact credit trading; illustrates complex theoretical issues with a high number of examples, tables and figures that have been designed with the practitioner in mind; and discusses proofs and technicalities in the appendix of each chapter.

本帖隐藏的内容

Credit The Complete Guide to Pricing, Hedging and Risk Management.pdf (2.79 MB, 需要: 5 个论坛币)

2015-6-22 13:51:20 上传

Credit: The Complete Guide to Pricing, Hedging and Risk Management
需要: 5 个论坛币  [购买]

Editorial ReviewsReviewRisk managers and academics will benefit from reading this excellent book. It deserves to become a standard reference. -- Stuart Turnbull, Canadian Imperial Bank of Commerce, Risk magazine - December 2001
Product Details

• Hardcover: 424 pages
• Publisher: Risk Books; 1st edition (April 1, 2001)
• Language: English
• ISBN-10: 1899332731
• ISBN-13: 978-1899332731
• 
  

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：Management Managemen Complete hedging Pricing management interest provides classes product

看看来

thanks for your sharing

thanks ..

have
a
look

okkkkkkkkkkkkkkkkkkkkkkk

学习一下

thanks...................................

感谢分享！