The Lehman Brothers guide to exotic credit derivatives:
Gespeichert in:
| Körperschaft: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Incisive Risk Waters Group
2003
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 56 S. Ill., graph. Darst. |
Internformat
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| 246 | 1 | 3 | |a Guide to exotic credit derivatives |
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Datensatz im Suchindex
| _version_ | 1804130414177026048 |
|---|---|
| adam_text | Foreword 1
Credit Derivatives Products
Market overview 3
The credit default swap 4
Basket default swaps 8
Synthetic CDOs 12
Credit options 23
Hybrid products 28
Credit Derivatives Modelling
Single credit modelling 31
Modelling default correlation 33
Valuation of correlation products 39
Estimating the dependency structure 43
Modelling credit options 47
Modelling hybrids 51
References 53
|
| any_adam_object | 1 |
| author_corporate | Lehman Brothers (1994-2008) |
| author_corporate_role | aut |
| author_facet | Lehman Brothers (1994-2008) |
| author_sort | Lehman Brothers (1994-2008) |
| building | Verbundindex |
| bvnumber | BV017677923 |
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| dewey-full | 332.632 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632 |
| dewey-search | 332.632 |
| dewey-sort | 3332.632 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T19:20:39Z |
| institution | BVB |
| institution_GND | (DE-588)1248643-7 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010629095 |
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| physical | 56 S. Ill., graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | Incisive Risk Waters Group |
| record_format | marc |
| spelling | Lehman Brothers (1994-2008) Verfasser (DE-588)1248643-7 aut The Lehman Brothers guide to exotic credit derivatives [authors: Dominic O'Kane ...] Guide to exotic credit derivatives London Incisive Risk Waters Group 2003 56 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s DE-604 O'Kane, Dominic Sonstige oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010629095&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The Lehman Brothers guide to exotic credit derivatives Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4381572-8 |
| title | The Lehman Brothers guide to exotic credit derivatives |
| title_alt | Guide to exotic credit derivatives |
| title_auth | The Lehman Brothers guide to exotic credit derivatives |
| title_exact_search | The Lehman Brothers guide to exotic credit derivatives |
| title_full | The Lehman Brothers guide to exotic credit derivatives [authors: Dominic O'Kane ...] |
| title_fullStr | The Lehman Brothers guide to exotic credit derivatives [authors: Dominic O'Kane ...] |
| title_full_unstemmed | The Lehman Brothers guide to exotic credit derivatives [authors: Dominic O'Kane ...] |
| title_short | The Lehman Brothers guide to exotic credit derivatives |
| title_sort | the lehman brothers guide to exotic credit derivatives |
| topic | Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Derivat Wertpapier |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010629095&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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