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Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments

by Antulio N. Bomfim
Hardback
Publication Date: 11/12/2015

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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.

ISBN:
9780128001165
9780128001165
Category:
Finance & accounting
Format:
Hardback
Publication Date:
11-12-2015
Language:
English
Publisher:
Elsevier Science & Technology Books
Country of origin:
United States
Edition:
2nd Edition
Dimensions (mm):
228.6x152.4mm

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