[request_ebook] Modelling Single-name and Multi-name Credit Derivatives

Description

Product Description
Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners.

This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.

From the Inside Flap
“This book provides a unique, in-depth and comprehensive analysis of the modelling issues faced by credit modellers in the credit derivatives market.”

—Frank J. Fabozzi, PhD, CFA, Professor in the Practice of Finance, Yale School of Management

 

Dominic O'Kane's many years of practical experience in credit derivative markets are evident everywhere in this well-rounded, lucid, and informative book. The author does an admirable job of covering both basic and advanced topics, throughout emphasizing substance over technicalities. The product coverage of the text is extensive, with virtually all practically relevant credit derivatives carefully described and analyzed. Both beginners and seasoned pros can learn from O’Kane’s insights and his book deserves a wide readership. Highly recommended.”

—Leif Andersen, Head of Quantitative Research, Banc of America Securities

$$ Buy " Modelling Single-name and Multi-name Credit Derivatives" on Amazon $$

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "[request_ebook] Modelling Single-name and Multi-name Credit Derivatives" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 1799
2. [request_ebook] Subprime Mortgage Credit Derivatives
3. [request_ebook] Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy
4. Credit Derivatives: Instruments, Applications, and Pricing
5. Credit Risk: Models, Derivatives, and Management
6. Credit Derivatives: Risk Management, Trading and Investing
7. The Credit Risk of Complex Derivatives: Third Edition (Finance and Capital Markets)
8. [request_ebook] The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation
9. Credit Derivatives Pricing Models: Model, Pricing and Implementation
10. [request_ebook] Multi-core Programming: Increasing Performance Through Software Multi-threading
11. Multi-scale Modelling for Structures and Composites
12. CMOS Single Chip Fast Frequency Hopping Synthesizers for Wireless Multi-Gigahertz Applications
13. Control Theory of Multi-fingered Hands: A Modelling and AnalyticalMechanics Approach for Dexterity and Intelligence
14. [request_ebook] Derivatives Markets (Second Edition)
15. [request_ebook] Mathematics of Investment and Credit
16. [request_ebook] Options, Futures and Other Derivatives,4th Edition