онтакты/јдрес/ѕроезд   ƒоставка и ќплата
»стори€
  +7(495) 980-12-10
  10:00-18:00 пн-сб
  shop@logobook.ru
   
    ѕоиск книг                    ѕоиск по списку ISBN –асширенный поиск    
Ќайти
  «арубежные издательства –оссийские издательства  
јвторы |  аталог книг | »здательства | Ќовинки | ”чебна€ литература | —пециальные предложени€ | Ѕестселлеры
 
„итайте отзывы покупателей и оценивайте качество магазина на яндекс.ћаркете
»нформаци€
Online  аталоги
 аталог учебной литературы
по английскому €зыку >>>

 аталог учебной литературы
по английскому €зыку >>>


Credit Derivatives: Instruments, Applications, and Pricing, Mark J. P. Anson


¬арианты приобретени€
÷ена: 8883р.
 ол-во:
 о цене
Ќаличие: ќтсутствует. 
¬озможна поставка под заказ. ƒата поступлени€ на склад уточн€етс€ после оформлени€ заказа


ƒобавить в корзину
в ћои желани€
јвтор: Mark J. P. Anson
Ќазвание:  Credit Derivatives: Instruments, Applications, and Pricing
»здательство: Wiley
 лассификаци€:
‘инансы

ISBN: 047146600X
ISBN-13(EAN): 9780471466000
ISBN: 0-471-46600-X
ISBN-13(EAN): 978-0-471-46600-0
ќбложка/‘ормат: Hardback
—траницы: 342
¬ес: 0.66 кг.
ƒата издани€: 29.01.2004
—ери€: Frank j. fabozzi series
язык: ENG
»ллюстрации: Illustrations
–азмер: 23.47 x 15.65 x 3.05 cm
„итательска€ аудитори€: Professional & vocational
ѕодзаголовок: Instruments, applications, and pricing
—сылка на »здательство: Link
–ейтинг:
ѕоставл€етс€ из: јнглии
ќписание: 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.
ƒополнительное описание:  ол-во стр.: 352
‘ормат: 236 x 158
ƒата издани€: 2004
¬ес: 510
 руг читателей: undergraduate; postgraduate; research, professional





Core principles and applications of Corporate Finance, global edition

јвтор: Ross Stephen
Ќазвание: Core principles and applications of Corporate Finance, global edition
ISBN: 0071221166 ISBN-13(EAN): 9780071221160
»здательство: McGraw-Hill
–ейтинг:
÷ена: 3657 р. 5224.00 -30%
Ќаличие на складе: ≈сть (1 шт.)
ќписание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.

Property Derivatives - Pricing, Hedging and Applications

јвтор: Syz
Ќазвание: Property Derivatives - Pricing, Hedging and Applications
ISBN: 0470998024 ISBN-13(EAN): 9780470998021
»здательство: Wiley
–ейтинг:
÷ена: 5748 р.
Ќаличие на складе: Ќет в наличии.

ќписание: Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return.

Understanding Credit Derivatives and Related Instruments

јвтор: Antulio N. Bomfim
Ќазвание: Understanding Credit Derivatives and Related Instruments
ISBN: 012800116X ISBN-13(EAN): 9780128001165
»здательство: Elsevier Science
–ейтинг:
÷ена: 6054 р. 6727.00 -10%
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: . Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. . Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book.

Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition

јвтор: Janet M. Tavakoli
Ќазвание: Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition
ISBN: 047141266X ISBN-13(EAN): 9780471412663
»здательство: Wiley
–ейтинг:
÷ена: 5225 р.
Ќаличие на складе: Ќет в наличии.

ќписание: This is a comprehensive source that explains the various instruments in the market, their economic value and how to document trades. This edition includes enhanced treatment of US and worldwide regulatory issues, and new product structures.

Understanding Credit Derivatives and Related Instruments,

јвтор: Antulio N. Bomfim
Ќазвание: Understanding Credit Derivatives and Related Instruments,
ISBN: 0121082652 ISBN-13(EAN): 9780121082659
»здательство: Elsevier Science
–ейтинг:
÷ена: 7382 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Offers a comprehensive introduction to the credit derivatives market. This title provides summaries of the major subjects and the principal perspectives associated with them. It covers pricing and valuation issues, giving discussions of different valuation tools and their use in credit models. It discusses the main types of credit derivatives.

Pricing Credit Linked Financial Instruments / Theory and Empirical Evidence

јвтор: Schmid Bernd
Ќазвание: Pricing Credit Linked Financial Instruments / Theory and Empirical Evidence
ISBN: 3540431950 ISBN-13(EAN): 9783540431954
»здательство: Springer
÷ена: 7008 р.
Ќаличие на складе: Ќет в наличии.

ќписание: Credit risk is one of the oldest forms of risk in the financial markets, and still revolutionary changes and developments are taking place in the credit markets today. This work contributes to the efforts of academics and practitioners to explain credit markets, price default related financial instruments such as defaultable fixed and floating rate debt, credit derivatives, and other securities with embedded credit risk. The whole process, from the specification of the underlying stochastic processes to the estimation of the parameters and calibration to market data is shown. The models proposed are validated in a lot of in- and out-of-sample statistical tests. Typical applications such as bond portfolio optimization under the consideration of credit risk are discussed in depth.

Credit Derivatives Pricing Models: Models, Pricing and Implementation

јвтор: Philipp J. Schnbucher
Ќазвание: Credit Derivatives Pricing Models: Models, Pricing and Implementation
ISBN: 0470842911 ISBN-13(EAN): 9780470842911
»здательство: Wiley
–ейтинг:
÷ена: 9928 р.
Ќаличие на складе: Ќет в наличии.

ќписание: The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied toal-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue. Dr. Philipp J. Schonbucher is a professor at the Swiss Federal Institute of Technology (ETH), Zurich, and has degrees in mathematics from Oxford University and a PhD in economics from Bonn University. He has taught various training courses organized by ICM and CIFT, and lectured at risk conferences for practitioners on credit derivatives pricing, credit risk modeling, and implementation.

Credit Derivatives Pricing Models - Models, Pricing and Implementation 2e

јвтор: Schonbucher
Ќазвание: Credit Derivatives Pricing Models - Models, Pricing and Implementation 2e
ISBN: 0470060751 ISBN-13(EAN): 9780470060759
»здательство: Wiley
–ейтинг:
÷ена: 7315 р.
Ќаличие на складе: Ќевозможна поставка.

ќписание: The second edition of "Credit Derivatives Pricing Models" provides an updated, extremely comprehensive overview of the most current areas in credit risk modelling as applied to the pricing of credit derivatives. This is still one of the only books to focus uniquely on pricing. Based on proven techniques that have been tested time and again and revised for this edition, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models.

Filled with new examples that are applied to real-world pricing problems, this book paves a clear path for a better understanding of this complex issue.

Commodity Derivatives - Markets and Applications

јвтор: Schofield
Ќазвание: Commodity Derivatives - Markets and Applications
ISBN: 0470019107 ISBN-13(EAN): 9780470019108
»здательство: Wiley
–ейтинг:
÷ена: 7314 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: Covers hard and soft commodities, including gold, crude oil, electricity, plastics, emissions and agriculturals. This book includes an explanation of the commodity and an analysis of its physical market, discussion on the typical patterns of demand and supply and the factors that influence the price of the commodity, and the main products.

Asset pricing: a structural theory and its applications

Ќазвание: Asset pricing: a structural theory and its applications
ISBN: 9812704558 ISBN-13(EAN): 9789812704559
»здательство: World Scientific Publishing
–ейтинг:
÷ена: 7893 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory to evaluate these asset pricing models and throws light on the existence of Equity Premium Puzzle.

Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives

јвтор: Bingham Nicholas H., Kiesel R√Љdiger
Ќазвание: Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives
ISBN: 1852334584 ISBN-13(EAN): 9781852334581
»здательство: Springer
–ейтинг:
÷ена: 7012 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of вАШRisk-Neutral ValuationвАЩ, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching. In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of L√©vy finance, there is considerable new material on: ¬Ј Infinite divisibility and L√©vy processes ¬Ј L√©vy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.

Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised

јвтор: Satyajit Das
Ќазвание: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821671 ISBN-13(EAN): 9780470821671
»здательство: Wiley
–ейтинг:
÷ена: 11495 р.
Ќаличие на складе: Ќет в наличии.

ќписание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets.
EQUITY LINKED STRUCTURES
55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps
56. Convertible Securities
57. Structured Convertible Securities
58. Equity Linked Notes
59. Equity Derivatives - Investor Applications
60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives
COMMODITY LINKED STRUCTURES
61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes
62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets
63. Commodity Derivatives - Metal Markets
64. Commodity Derivatives - Agricultural and Other Markets
CREDIT DERVIATIVES
65. Credit Derivative Products
66. Credit Linked Notes/Collateralised Debt Obligations
67. Credit Derivatives/Default Risk - Pricing and Modelling
68. Credit Derivatives - Applications/Markets
NEW MARKETS
69. Inflation Indexed Notes and Derivatives.
70. Alternative Risk Transfer/Insurance Derivatives
71. Weather Derivatives
72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives
73. Tax and Structured Derivatives Transactions
EVOLUTION OF DERIVATIVES MARKETS
74. Electronic Markets and Derivatives Trading
75. Financial Derivatives - Evolution and Prospects


ќќќ "Ћогосфера " “ел:+7(495) 980-12-10 www.logobook.ru
   ¬  онтакте  ћобильна€ верси€