Credit Derivatives News
Keiser Report: Breastfeeding the Bankers (E229)
|
|
Investors’ suit closer to trial; Damages sought from credit union.(Business): An article from: Winnipeg Free Press $9.95 This digital document is an article from Winnipeg Free Press, published by Thomson Gale on October 12, 2007. The length of the article is 477 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.Citation DetailsTitle: Investo… |
|
|
BANK AMONG TARGETS OF INVESTOR SUIT.(Local News): An article from: The Santa Fe New Mexican (Santa Fe, NM) $9.95 This digital document is an article from The Santa Fe New Mexican (Santa Fe, NM), published by The Santa Fe New Mexican on November 28, 2009. The length of the article is 951 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available immediately after purchase. You can view it with any web browser.Citation DetailsTitle: BANK AMO… |
|
|
An Introduction to Credit Derivatives (Hardcover) $162.63 This introduction to credit derivatives and their markets provides a practitioner`s perspective on products and the risks they involve. Expanded and updated to cover crisis-related developments, it employs a succinct style without sacrificing technical details and scientific precision. Its liberal use of Bloomberg screens and new worked examples increase its hands-on practicality, and its new online set of CDS pricing models and other worksheets multiply its uses. The only book that captures the rapidly changing dynamics of the credit derivatives market, "An Introduction to Credit Derivatives" combines qualitative and quantitative content unavailable elsewhere.Presents products, risks, and markets in terms that emphasize intuition and without losing scientific accuracyAugments its practical and pedagogical value by means of updated quantitative and qualitative materialsDistinguishes itself from other books by serving as the only useful starting point for students and practitioners |
|
|
All About Derivatives (Paperback) $31.51 New ways to profit in the post-credit-crisis market! Trading complex formulas and intricate theories for clear descriptions and real-world examples, the second edition of All About Derivatives introduces you to the vast array of derivatives in today`s market. It covers all aspects of derivative contracts, explains techniques for pricing and trading them, and shows how to use each to hedge risk or increase profits. You’ll learn everything there is to know about: Contracts, including forwards, futures, swaps, options, and credit derivativesKey terms, such as volatility, arbitrage, and the GreeksKey mechanics, like storage, settlement, valuation, and payoff Pricing methods and mathematics for determining fair valueHedging strategies for different types of riskPlus, you get brand-new chapters on high-frequency trading and the role derivatives played in the 2008 credit crisis |
|
|
Swaps and Other Derivatives (Hardcover) $147 “Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners.” —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees an |
|
|
The Credit Market Handbook $175.4 The subprime mortgage loan crisis in the US has developed into a broad credit and credit derivatives crisis lately. In previous years the credit derivatives market experienced growth rates of over 100% per year, outpacing all other derivative segments. This highlights the tremendous demand for credit derivatives, which is likely to remain high despite the current turmoil, but also shows how vulnerable markets have become with respect to this asset class. Consequently, a comprehensive understanding of the risks and mechanisms of the market is essential. Market participants who neglect this necessity face large downside risks, while those who have adequate and efficient risk management processes in place will be rewarded with an attractive risk return profile.This book aims at providing a reference guide to the credit and credit derivatives universe. It covers topics ranging from basic valuation principles for plain-vanilla products to insights into the latest development in sophisticated structured credit products. The authors explain in detail, but always with a hands-on practical perspective, all relevant instruments and quantitative valuation techniques. They show how these instruments can be integrated in a portfolio context and how efficient portfolio management is implemented. Moreover, the authors show how to develop and implement trading and investment strategies in the credit market. |
|
|
Fixed Income Markets and Their Derivatives (Hardcover) $224.56 The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book`s organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.* New material on Credit Default Swaps, Collateralized Debt Obligations, and an intergrated discussion of the Credit Crisis have been added.*Online Resources for instructors on password protected website provides worked out examples for each chapter.* A detailed description of all key financial terms is provided in a glossary at the back of the book. |
