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Understanding Credit Derivatives and Related Instruments
  • Language: en
  • Pages: 421

Understanding Credit Derivatives and Related Instruments

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 mar...

Monetary Policy and the Yield Curve
  • Language: en
  • Pages: 56

Monetary Policy and the Yield Curve

  • Type: Book
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  • Published: 2003
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  • Publisher: Unknown

None

Do Noisy Data Exacerbate Cyclical Volatility?
  • Language: en
  • Pages: 24

Do Noisy Data Exacerbate Cyclical Volatility?

  • Type: Book
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  • Published: 1999
  • -
  • Publisher: Unknown

None

Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets
  • Language: en
  • Pages: 42

Understanding Credit Derivatives and Their Potential to Synthesize Riskless Assets

  • Type: Book
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  • Published: 2001
  • -
  • Publisher: Unknown

None

Counterparty Credit Risk in Interest Rate Swaps During Times of Market Stress
  • Language: en
  • Pages: 72

Counterparty Credit Risk in Interest Rate Swaps During Times of Market Stress

  • Type: Book
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  • Published: 2003
  • -
  • Publisher: Unknown

None

Measuring Equilibrium Real Interest Rates
  • Language: en
  • Pages: 40

Measuring Equilibrium Real Interest Rates

  • Type: Book
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  • Published: 2001
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  • Publisher: Unknown

None

Interest Rates as Options
  • Language: en
  • Pages: 58

Interest Rates as Options

  • Type: Book
  • -
  • Published: 2003
  • -
  • Publisher: Unknown

None

Forecast-heterogeneity in the Business Cycle
  • Language: en
  • Pages: 58

Forecast-heterogeneity in the Business Cycle

  • Type: Book
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  • Published: 1993
  • -
  • Publisher: Unknown

None

Derivativos de Crédito E Outros Instrumentos
  • Language: pt-BR
  • Pages: 392

Derivativos de Crédito E Outros Instrumentos

None

Opportunistic and Deliberate Disinflation Under Imperfect Credibility
  • Language: en
  • Pages: 36