The Credit Risk Of Complex Derivatives PDF Download
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| Author | : Erik Banks |
| Publisher | : Springer |
| Total Pages | : 397 |
| Release | : 1997-05-14 |
| Genre | : Business & Economics |
| ISBN | : 1349144843 |
Download The Credit Risk of Complex Derivatives Book in PDF, ePub and Kindle
This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
| Author | : E. Banks |
| Publisher | : Springer |
| Total Pages | : 572 |
| Release | : 2016-01-12 |
| Genre | : Business & Economics |
| ISBN | : 1403946094 |
Download The Credit Risk of Complex Derivatives Book in PDF, ePub and Kindle
Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
| Author | : Erik Banks |
| Publisher | : |
| Total Pages | : |
| Release | : 2004 |
| Genre | : Derivative securities |
| ISBN | : |
Download The Credit Risk of Complex Derivatives, Third Edition Book in PDF, ePub and Kindle
| Author | : Niklas Wagner |
| Publisher | : CRC Press |
| Total Pages | : 600 |
| Release | : 2008-05-28 |
| Genre | : Business & Economics |
| ISBN | : 1584889950 |
Download Credit Risk Book in PDF, ePub and Kindle
Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sectio
| Author | : George Chacko |
| Publisher | : Pearson Education |
| Total Pages | : 353 |
| Release | : 2006-06-02 |
| Genre | : Business & Economics |
| ISBN | : 0132715929 |
Download Credit Derivatives Book in PDF, ePub and Kindle
The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly, professionals in corporate finance need to understand the workings of the credit risk market in order to successfully manage risk in their own organizations; in addition, some wish to move into the field on a full-time basis. Most books in the field, however, are either too academic for working professionals, or written for those who already possess extensive experience in the area. Credit Derivatives fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand. Harvard Business School faculty member George C. Chacko and his colleagues begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it.
| Author | : Erik Banks |
| Publisher | : Irwin Professional Publishing |
| Total Pages | : 248 |
| Release | : 1994 |
| Genre | : Business & Economics |
| ISBN | : |
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Provides the tools to measure the risks and benefits of this new generation of high-tech products.
| Author | : Martin P. Wolf |
| Publisher | : Universal-Publishers |
| Total Pages | : 142 |
| Release | : 2002-02-17 |
| Genre | : Business & Economics |
| ISBN | : 1581121458 |
Download Modeling Credit Risk and Pricing Credit Derivatives Book in PDF, ePub and Kindle
The thesis starts with a short description of the credit derivatives' place in the credit risk management. Then it proceeds by outlining the basic forms of credit derivatives, their applications, and their contract elements. A short description of the two common pricing frameworks for credit derivatives, the Firm's Value Models and the Credit Rating Transition Models is given. The major approach reviewed in this thesis is the one of Duffie-Singleton for valuing credit derivatives with term structure models. This framework is also applied in a simulation and examines the importance of the different parameters on the outcome. Also examples for the valuation of Default Digital Swaps and Puts as well as Credit Default Swaps and Puts are given.
| Author | : Brian P. Lancaster |
| Publisher | : John Wiley & Sons |
| Total Pages | : 545 |
| Release | : 2008-06-20 |
| Genre | : Business & Economics |
| ISBN | : 047036923X |
Download Structured Products and Related Credit Derivatives Book in PDF, ePub and Kindle
Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.
| Author | : Ivan Zelenko |
| Publisher | : Springer |
| Total Pages | : 174 |
| Release | : 2017-07-20 |
| Genre | : Business & Economics |
| ISBN | : 3319579754 |
Download Credit Risk Management for Derivatives Book in PDF, ePub and Kindle
This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets in the global financial meltdown of 2008. Recapping the evolution in markets and counterparty risk management, as well as key aspects of regulation and their impact, this book aims to give readers the big picture and foster a deep understanding of the role of derivatives markets in the financial crisis. This practical angle will give useful keys to end-users and their risk managers, as they are faced with a new, complex, and changing environment. Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution. This volume covers the concepts, methods, and approaches taken by banks to manage counterparty credit risk in their derivatives activities in the new post-crisis market and regulatory environment, and it aims to highlight what is practical and effective today.
| Author | : Philipp J. Schönbucher |
| Publisher | : John Wiley & Sons |
| Total Pages | : 396 |
| Release | : 2003-10-31 |
| Genre | : Business & Economics |
| ISBN | : 0470868171 |
Download Credit Derivatives Pricing Models Book in PDF, ePub and Kindle
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue. Dr. Philipp J. Schönbucher is a professor at the Swiss Federal Institute of Technology (ETH), Zurich, and has degrees in mathematics from Oxford University and a PhD in economics from Bonn University. He has taught various training courses organized by ICM and CIFT, and lectured at risk conferences for practitioners on credit derivatives pricing, credit risk modeling, and implementation.
