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Mark J. P. Anson

Credit Derivatives

Instruments, Applications, and Pricing

Ebook (PDF Format)

An essential guide to credit derivativesCredit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has been increasingly used to manage creditrisk in banking and capital markets. Anson discusses everythingfrom the basics of why credit risk is important to accounting andtax implications of credit derivatives. Key topics covered in thisessential guidebook include: credit swaps; credit forwards; creditlinked notes; and credit derivative pricing models. Anson alsodiscusses the implications of credi… Mehr

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Produktdetails


Weitere Autoren: Fabozzi, Frank J. / Choudhry, Moorad / Chen, Ren-Raw
  • ISBN: 978-0-471-65238-0
  • EAN: 9780471652380
  • Produktnummer: 13841972
  • Verlag: John Wiley & Sons
  • Sprache: Englisch
  • Erscheinungsjahr: 2004
  • Seitenangabe: 288 S.
  • Plattform: PDF
  • Masse: 7'074 KB
  • Auflage: 1. Auflage

Über den Autor


MARK J.P. ANSON, PhD, CFA, is the Chief Investment Officer at CalPERS and is a frequent contributor to academic and professional publications on the topics of risk management, derivatives, and portfolio management. FRANK J. FABOZZI, PhD, CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, a Fellow of the International Center for Finance at Yale University, and Editor of the Journal of Portfolio Management. MOORAD CHOUDHRY is Head of Treasury at KBC Financial Products UK Limited, and a Fellow at the Centre for Mathematical Trading and Finance, CASS Business School. REN-RAW CHEN, PhD, is an Associate Professor of Finance at Rutgers University School of Business (New Brunswick), a frequent contributor to major academic finance journals, and a speaker at many academic conferences.

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