The Credit Risk of Complex Derivatives, Erik Banks

Автор: Zelenko, Ivan
Название: Credit risk management for derivatives
ISBN: 3319579746 ISBN-13(EAN): 9783319579740
Издательство: Springer
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Цена: 7685.00 р.
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Описание: Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution.

Автор: Banks
Название: The Credit Risk of Complex Derivatives
ISBN: 1403916691 ISBN-13(EAN): 9781403916693
Издательство: Springer
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Цена: 27950.00 р.
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Описание: Aimed at clients, intermediaries and regulators, this edition is focussed clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

Автор: Erik Banks
Название: The Credit Risk of Complex Derivatives
ISBN: 134914486X ISBN-13(EAN): 9781349144860
Издательство: Springer
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Цена: 30606.00 р.
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Описание: This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.

Автор: Schmidt
Название: Pricing and Liquidity of Complex and Structured Derivatives
ISBN: 3319459694 ISBN-13(EAN): 9783319459691
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.

Автор: Constantinides George M.
Название: Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps
ISBN: 9814618411 ISBN-13(EAN): 9789814618410
Издательство: World Scientific Publishing
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Цена: 11563.00 р.
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Описание: Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.

Автор: Lichters Roland
Название: Modern Derivatives Pricing and Credit Exposure Analysis
ISBN: 1137494832 ISBN-13(EAN): 9781137494832
Издательство: Springer
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Цена: 10480.00 р.
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Описание: This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a financial instrument in today`s markets.