Credit Derivatives – Application, Pricing and Risk Management

Name: Credit Derivatives – Application, Pricing and Risk Management
Author: Gunter (Hawaii Pacific University) Meissner

Application, Pricing, and Risk Management

Gebonden Engels 2004 9781405126762

84,21

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Samenvatting

The market for credit derivatives––financial instruments designed to transfer credit risk from one party to another––has grown exponentially in recent years, with volume expected to reach more than $4.8 trillion by 2004. With demand increasing from the private sector for finance professionals trained in the opportunities––and dangers––inherent in this fast–changing market, finance courses are already springing up to meet this need.

Credit Derivatives:

Explains the field of credit derivatives to business students with a background in finance
Cites real–world examples throughout, reinforced by end–of–chapter questions and internet links to pricing models
Provides a concise overview of the field that is ideal for instructors seeking to supplement traditional derivatives course material, as well as those looking to offer a stand–alone course on credit derivatives.

Specificaties

ISBN13:9781405126762

Taal:Engels

Bindwijze:gebonden

Aantal pagina's:248

Uitgever:John Wiley & Sons

Hoofdrubriek:Financieel management, Financieel management

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Inhoudsopgave

Introduction: The Basics of Credit Derivatives.
1. The Market for Credit Derivatives.
2. Credit Derivative Products.
3. Synthetic Structures.
4. Application of Credit Derivatives.
5. The Pricing of Credit Derivatives.
6. Risk Management with Credit Derivatives.
Appendix.
Glossary of Notation.
Glossary of Terms.
Index