Modelling single-name and multi-name credit derivatives:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, West Sussex
John Wiley & Sons
©2008
|
| Schriftenreihe: | Wiley finance
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | Includes bibliographical references (pages 487-490) and index Modelling Single-name and Multi-name Credit Derivatives" presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modeling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modeling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs |
| Beschreibung: | 1 Online-Ressource (xii, 493 pages) |
| ISBN: | 9781119201960 1119201969 9780470696767 0470696761 |
Internformat
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Datensatz im Suchindex
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| author | O'Kane, Dominic |
| author_facet | O'Kane, Dominic |
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| author_sort | O'Kane, Dominic |
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| bvnumber | BV043391290 |
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| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043391290 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:41Z |
| institution | BVB |
| isbn | 9781119201960 1119201969 9780470696767 0470696761 |
| language | English |
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| physical | 1 Online-Ressource (xii, 493 pages) |
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| publisher | John Wiley & Sons |
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| spelling | O'Kane, Dominic Verfasser aut Modelling single-name and multi-name credit derivatives Dominic O'Kane Modeling single-name and multi-name credit derivatives Chichester, West Sussex John Wiley & Sons ©2008 1 Online-Ressource (xii, 493 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance Includes bibliographical references (pages 487-490) and index Modelling Single-name and Multi-name Credit Derivatives" presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modeling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modeling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Credit derivatives fast Wirtschaft Credit derivatives Bewertung (DE-588)4006340-9 gnd rswk-swf Kreditderivat (DE-588)7660453-6 gnd rswk-swf Modellierung (DE-588)4170297-9 gnd rswk-swf Kreditderivat (DE-588)7660453-6 s Bewertung (DE-588)4006340-9 s Modellierung (DE-588)4170297-9 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-51928-8 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201960 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | O'Kane, Dominic Modelling single-name and multi-name credit derivatives BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Credit derivatives fast Wirtschaft Credit derivatives Bewertung (DE-588)4006340-9 gnd Kreditderivat (DE-588)7660453-6 gnd Modellierung (DE-588)4170297-9 gnd |
| subject_GND | (DE-588)4006340-9 (DE-588)7660453-6 (DE-588)4170297-9 |
| title | Modelling single-name and multi-name credit derivatives |
| title_alt | Modeling single-name and multi-name credit derivatives |
| title_auth | Modelling single-name and multi-name credit derivatives |
| title_exact_search | Modelling single-name and multi-name credit derivatives |
| title_full | Modelling single-name and multi-name credit derivatives Dominic O'Kane |
| title_fullStr | Modelling single-name and multi-name credit derivatives Dominic O'Kane |
| title_full_unstemmed | Modelling single-name and multi-name credit derivatives Dominic O'Kane |
| title_short | Modelling single-name and multi-name credit derivatives |
| title_sort | modelling single name and multi name credit derivatives |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Credit derivatives fast Wirtschaft Credit derivatives Bewertung (DE-588)4006340-9 gnd Kreditderivat (DE-588)7660453-6 gnd Modellierung (DE-588)4170297-9 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Credit derivatives Wirtschaft Bewertung Kreditderivat Modellierung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201960 |
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