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 modelling 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 ...
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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 modelling 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 modelling 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.
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Add this copy of Modelling Single-name and Multi-name Credit Derivatives to cart. $110.67, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2008 by Wiley.
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New. Glued binding. Paper over boards. With dust jacket. 512 p. Contains: Tables, black & white, Figures. Wiley Finance, 545. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Modelling Single-Name and Multi-Name Credit Derivatives to cart. $110.69, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2008 by Wiley.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Modelling Single-name and Multi-name Credit Derivatives to cart. $115.92, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2008 by Wiley.
Add this copy of Modelling Single-name and Multi-name Credit Derivatives to cart. $132.91, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2008 by Wiley.
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New. Glued binding. Paper over boards. With dust jacket. 512 p. Contains: Tables, black & white, Figures. Wiley Finance, 545. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Modelling Single-name and Multi-name Credit Derivatives to cart. $135.70, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2008 by Wiley.
Add this copy of Modelling Single-name and Multi-name Credit Derivatives to cart. $145.57, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2008 by Wiley.
Add this copy of Modelling Single-Name and Multi-Name Credit Derivatives to cart. $150.58, new condition, Sold by Kennys.ie rated 5.0 out of 5 stars, ships from Galway, IRELAND, published 2008 by Wiley.
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New. 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 modelling and a reference for those who are already practitioners. Series: Wiley Finance Series. Num Pages: 514 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 251 x 174 x 34. Weight in Grams: 1040. 2008. 1st Edition. Hardcover.....We ship daily from our Bookshop.
