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Auteur : Dominic O′Kane
Catégorie : Livres anglais et étrangers,Business & Investing,Industries & Professions
Broché : * pages
Éditeur : *
Langue : Français, Anglais

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.

Télécharger Modelling Single–name and Multi–name Credit Derivatives de Dominic O′Kane Livres En Ligne

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CREDIT RISK MODELING - Université d'Evry Val d'Essonne ~ and multi-name credit derivatives in the stylized credit default swap market. Results of this chapter should be seen as a flrst step toward more practical approaches that are presented in the foregoing chapters. † Chapter 3 deals with the alternative reduced-form approach in which the main modeling tool is the hazard process. We examine the .

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