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Frederic Patras Damiano Brigo Tomasz Bie Credit Risk Fron (Hardback) (UK IMPORT)
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eBay item number:276261339769
Item specifics
- Condition
- Book Title
- Credit Risk Frontiers : Subprime Crisis, Pricing and Hedging, Cva, Mbs, Ratings, and Liquidity
- Publication Name
- Credit Risk Frontiers
- Title
- Credit Risk Frontiers
- Subtitle
- Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liqu
- Format
- Hardcover
- EAN
- 9781576603581
- ISBN
- 9781576603581
- Publisher
- Wiley & Sons, Incorporated, John
- Genre
- Business & Economics
- Release Date
- 04/02/2011
- Release Year
- 2011
- Language
- English
- Country/Region of Manufacture
- US
- Item Height
- 1.7in
- Item Length
- 10.3in
- Item Width
- 7.5in
- Item Weight
- 52.6 Oz
- Series
- Bloomberg Financial
- Publication Year
- 2011
- Topic
- Investments & Securities / Derivatives, Economic History, Investments & Securities / General
- Number of Pages
- 768 Pages
About this product
Product Information
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives Takes into account the new products and risk requirements of a post financial crisis world Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
157660358x
ISBN-13
9781576603581
eBay Product ID (ePID)
25038410558
Product Key Features
Book Title
Credit Risk Frontiers : Subprime Crisis, Pricing and Hedging, Cva, Mbs, Ratings, and Liquidity
Format
Hardcover
Language
English
Topic
Investments & Securities / Derivatives, Economic History, Investments & Securities / General
Publication Year
2011
Genre
Business & Economics
Number of Pages
768 Pages
Dimensions
Item Length
10.3in
Item Height
1.7in
Item Width
7.5in
Item Weight
52.6 Oz
Additional Product Features
Series Volume Number
101
Lc Classification Number
Hg6024.U6b54 2011
Table of Content
Foreword ix Greg M. Gupton Introduction 1 Tomasz R. Bielecki, Damiano Brigo, and Fr éd éric Patras Part I: Expert Views Chapter 1 Origins of the Crisis and Suggestions for Further Research 7 Jean-Pierre Lardy Chapter 2 Quantitative Finance: Friend or Foe? 19 Benjamin Herzog and Julien Turc Part II: Credit Derivatives: Methods Chapter 3 An Introduction to Multiname Modeling in Credit Risk 35 Aur élien Alfonsi Chapter 4 A Simple Dynamic Model for Pricing and Hedging Heterogeneous CDOs 71 Andrei V. Lopatin Chapter 5 Modeling Heterogeneity of Credit Portfolios: A Top-Down Approach 105 Igor Halperin Chapter 6 Dynamic Hedging of Synthetic CDO Tranches: Bridging the Gap between Theory and Practice 149 Areski Cousin and Jean-Paul Laurent Chapter 7 Filtering and Incomplete Information in Credit Risk 185 R üdiger Frey and Thorsten Schmidt Chapter 8 Options on Credit Default Swaps and Credit Default Indexes 219 Marek Rutkowski Part III: Credit Derivatives: Products Chapter 9 Valuation of Structured Finance Products with Implied Factor Models 283 Jovan Nedeljkovic,Dan Rosen, and David Saunders Chapter 10 Toward Market-Implied Valuations of Cash-Flow CLO Structures 319 Philippos Papadopoulos Chapter 11 Analysis of Mortgage-Backed Securities: Before and After the Credit Crisis 345 Harvey J. Stein, Alexander L. Belikoff, Kirill Levin, and Xusheng Tian Part IV: Counterparty Risk Pricing and Credit Valuation Adjustment Chapter 12 CVA Computation for Counterparty Risk Assessment in Credit Portfolios 397 Samson Assefa, Tomasz R.Bielecki, St éphaneCr épey, and Monique Jeanblanc Chapter 13 Structural Counterparty Risk Valuation for Credit Default Swaps 437 ChristophetteBlanchet-Scalliet and Fr éd éric Patras Chapter 14 Credit Calibration with Structural Models and Equity Return Swap Valuation under Counterparty Risk 457 Damiano Brigo, Massimo Morini, and Marco Tarenghi Chapter 15 Counterparty Valuation Adjustments 485 Harvey J. Stein and Kin Pong Lee Chapter 16 Counterparty Risk Management and Valuation 507 Michael Pykhtin Part V: Equity to Credit Chapter 17 Pricing and Hedging with Equity-Credit Models 539 Benjamin Herzog and Julien Turc Chapter 18 Unified Credit-Equity Modeling 553 Vadim Linetsky and Rafael Mendoza-Arriaga Part VI: Miscellanea: Liquidity, Ratings, Risk Contributions, and Simulation Chapter 19 Liquidity Modeling for Credit Default Swaps: An Overview 587 Damiano Brigo, Mirela Predescu, and Agostino Capponi Chapter 20 Stressing Rating Criteria Allowing for Default Clustering: The CPDO Case 619 Roberto Torresetti and Andrea Pallavicini Chapter 21 Interacting Path Systems for Credit Risk 649 Pierre Del Moral and Fr éd éric Patras Chapter 22 Credit Risk Contributions 675 Dan Rosen and David Saunders Conclusion 721 Tomasz R. Bielecki, Damiano Brigo, and Fr éd éric Patras Further Reading 725 About the Contributors 727 Index 729
Copyright Date
2011
Lccn
2010-045236
Dewey Decimal
332.64/57
Intended Audience
Trade
Series
Bloomberg Financial Ser.
Dewey Edition
22
Illustrated
Yes
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eBay item number:276261339769
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Product is 95% alike picture but a little more blurry. Controller play well but had a notice from psn that my joypad wasn't authentic and could by problematic🤷♂️ no trouble so far! Shipping was fast but no tracking and worst packaging ever.. like the box came banged up... send a question to seller never had a reply 😅.... Good product overall, excellent price, fast shipping, wrapped only on 4 sides out of 6, no tracking and never reply... 4★ product / 2★ seller ✌️
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The book is in perfect condition, brand new, and is exactly as described. This item is difficult to find here, and the seller priced it very reasonably. It shipped from the UK to Canada, and unfortunately took a little longer to arrive than the seller hoped, but it was shipped less than 24 hours after I purchased. When I contacted the seller, they were very responsive and helpful. I would not hesitate to purchase from this seller again. Definitely recommend!
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