OptionsBack to menu
Credit Derivatives: Instruments, Applications and Pricing
Credit Derivatives: Instruments, Applications and Pricing
Author: Mark J. P. Anson, Frank J. Fabozzi, Moorad Choudhry, RenRaw Chen | Publisher: John Wiley & Sons
Buy this book

An essential guide to credit derivatives
Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London.
Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.

Added: 09.05.2007ISBN: 047146600XPages: 341Price: £ 55,25Lang.: English
Recommended
Options Explained (Finance
Options Explained (Finance  &  capital markets series)
Pages: 621
Price: £ 118,75
Lang.: English
Unlike most books on derivative products, Options Explained 2 is a practical guide, covering theoretical concepts only where they are essential to applying options on a wide variety of assets. Written with the
Valuation of Fixed Income
Valuation of Fixed Income Securities and Derivatives (Frank J. Fabozzi Series)
Pages: 288
Price: £ 51,00
Lang.: English
A resource for understanding and practising valuation of both common fixed income investment vehicles and complex derivative instruments. The book provides a framework for evaluating any fixed income product, v
Derivatives Demystified: A
Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options (The Wiley Finance Series)
Pages: 250
Price: £ 36,75
Lang.: English
The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on a
Search
book     author