Téléchargez le livre : Credit Securitisations and Derivatives

Credit Securitisations and Derivatives

Challenges for the Global Markets

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Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2013-04-03



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Description
A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management
Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.
Pages
464 pages
Collection
The Wiley Finance Series
Parution
2013-04-03
Marque
Wiley
EAN papier
9781119963967
EAN PDF
9781119966043
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
464
Taille du fichier
17889 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
83,45 €

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