发帖
雷达卡
Geoff Chaplin “Credit Derivatives: Risk Management, Trading and Investing"
出版社：Wiley
日期：2005-07-18
书号： ISBN: 047002416X
页码：336 pages
格式：清晰可编辑的PDF
289267.pdf
(2.47 MB, 需要: 40 个论坛币)
The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, asset swaps and related ‘real world’ issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. Credit Derivatives: Risk Management, Trading and Investing provides:
A description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring
Analysis of the industry standard ‘default and recovery’ and Copula models including many examples, and a description of the models’ shortcomings
Tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management
A thorough analysis of counterparty risk
An intuitive understanding of credit correlation in reality and in the Copula model
[此贴子已经被作者于2009-1-29 16:27:09编辑过]
京公网安备 11010802022788号
