eBook - PDF

Understanding Credit Derivatives and Related Instruments

Name: Understanding Credit Derivatives and Related Instruments
ISBN: 9780080481487

Antulio N. Bomfim,

368 pages
English
PDF
Available on iOS & Android

eBook - PDF

Understanding Credit Derivatives and Related Instruments

Antulio N. Bomfim,

About this book

The global credit derivatives market is estimated to have grown from virtually nothing in the early 1990s to over $2 trillion dollars. Although still relatively young, the credit derivatives market has already developed to the point where one can characterize its evolution in terms of developments in its various segments, such as the market for single-name credit derivatives or the market for credit derivatives written on sovereign credits.Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.* Offers a broad overview of this growing field * Discusses all the main types of credit derivatives * Provides back-of-the-book summary of statistics and fixed-income mathematics

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Yes, you can access Understanding Credit Derivatives and Related Instruments by Antulio N. Bomfim in PDF and/or ePUB format, as well as other popular books in Business & Investments & Securities. We have over one million books available in our catalogue for you to explore.