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Credit Derivatives by Geoff Chaplin Second Edition HC Trading Investing and Risk
US $42.50
ApproximatelyC $58.73
Was US $50.00 (15% off)
Condition:
Good
A book that has been read but is in good condition. Very minimal damage to the cover including scuff marks, but no holes or tears. The dust jacket for hard covers may not be included. Binding has minimal wear. The majority of pages are undamaged with minimal creasing or tearing, minimal pencil underlining of text, no highlighting of text, no writing in margins. No missing pages. See the seller’s listing for full details and description of any imperfections.
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- Buy It NowCredit Derivatives by Geoff Chaplin Second Edition HC Trading Investing and Risk
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Located in: Crystal Lake, Illinois, United States
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eBay item number:267128191526
Item specifics
- Condition
- Pages
- 416
- Publication Date
- 2010-04-19
- Book Title
- Credit Derivatives
- Edition Number
- 2
- ISBN
- 9780470686447
About this product
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0470686448
ISBN-13
9780470686447
eBay Product ID (ePID)
79645847
Product Key Features
Number of Pages
416 Pages
Language
English
Publication Name
Credit Derivatives : Trading, Investing, and Risk Management
Subject
Investments & Securities / Derivatives, Finance / General
Publication Year
2010
Type
Textbook
Subject Area
Business & Economics
Series
The Wiley Finance Ser.
Format
Hardcover
Dimensions
Item Height
1.1 in
Item Weight
30.2 Oz
Item Length
9.8 in
Item Width
6.9 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
LCCN
2010-005166
Dewey Edition
22
Series Volume Number
476
Illustrated
Yes
Dewey Decimal
332.63/2
Synopsis
The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk requirements post financial crisis, Credit Derivatives: Trading, Investing and Risk Management, Second Edition, covers the subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. It provides: a description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring; analysis of the industry standard default and recovery and Copula models including many examples, and a description of the models shortcomings; tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management; a thorough analysis of counterparty risk; an intuitive understanding of credit correlation in reality and in the Copula model. The book is thoroughly updated to reflect the changes the industry has seen over the past 5 years, notably with an analysis of the lead up and causes of the credit crisis. It contains 50% new material, which includes copula valuation and hedging, portfolio optimisation, portfolio products and correlation risk management, pricing in illiquid environments, chapters on the evolution of credit management systems, the credit meltdown and new chapters on the implementation and testing of credit derivative models and systems. The book is accompanied by a website which contains tools for credit derivatives valuation and risk management, illustrating the models used in the book and also providing a valuation toolkit., The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk requirements post financial crisis, Credit Derivatives: Trading, Investing and Risk Management, Second Edition , covers the subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. It provides: a description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring; analysis of the industry standard 'default and recovery' and Copula models including many examples, and a description of the models' shortcomings; tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management; a thorough analysis of counterparty risk; an intuitive understanding of credit correlation in reality and in the Copula model. The book is thoroughly updated to reflect the changes the industry has seen over the past 5 years, notably with an analysis of the lead up and causes of the credit crisis. It contains 50% new material, which includes copula valuation and hedging, portfolio optimisation, portfolio products and correlation risk management, pricing in illiquid environments, chapters on the evolution of credit management systems, the credit meltdown and new chapters on the implementation and testing of credit derivative models and systems. The book is accompanied by a website which contains tools for credit derivatives valuation and risk management, illustrating the models used in the book and also providing a valuation toolkit., This book covers the subject of Credit Derivatives from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques.
LC Classification Number
HG6024.A3
Item description from the seller
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- r***a (622)- Feedback left by buyer.Past monthVerified purchaseThe Blu-Ray disc arrived in excellent condition as described with great packaging. Shipping was prompt and reliable, ensuring a quick delivery. The artwork and cover design met my expectations, enhancing the overall appeal. The disc was flawless, with no scratches or blemishes, making the purchase feel special. Overall, the value from this seller was outstanding, and I highly recommend them for anyone seeking quality products and dependable service. This purchase truly exceeded my expectations!
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Seller feedback (7,329)
- r***a (622)- Feedback left by buyer.Past monthVerified purchaseThe Blu-Ray disc arrived in excellent condition as described with great packaging. Shipping was prompt and reliable, ensuring a quick delivery. The artwork and cover design met my expectations, enhancing the overall appeal. The disc was flawless, with no scratches or blemishes, making the purchase feel special. Overall, the value from this seller was outstanding, and I highly recommend them for anyone seeking quality products and dependable service. This purchase truly exceeded my expectations!
- e***i (2125)- Feedback left by buyer.Past 6 monthsVerified purchaseGreat!!!! I like it. Not bad! A little bad? Nope! It’s all good. Fast shippers! Item better than describe! Thank you berry much! Panda likes it! I like it too. Buy from this person! ASAP! Thank You! Gracias! Best Seller Ever! I was so happy to get this. My Day is better now that I have received this package. Was packaged well! I am very grateful. Great Value! Best seller on eBay! Don’t be a fool….stay in school! Only you can prevent forest fires!Cris Tales - Sony PlayStation 5 PS5 (#267098282600)
- m***o (91)- Feedback left by buyer.Past yearVerified purchaseAwesome seller, great communication. I've purchased from this seller before and had no problems, packaging is always 100% perfect! Thanks again for the great price on the manga! The books always come as described and shipping is always fast!Kuroko’s Basketball Manga English Vol 1-2 3-4 5-6 7-8 9-10 Lot Of 5 Omnibus (#267127220054)