Credit Securitisations And Derivatives
Download and Read Credit Securitisations And Derivatives full books in PDF, ePUB, and Kindle. Read online free Credit Securitisations And Derivatives ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Credit Securitisations and Derivatives
Author | : Daniel Rösch |
Publisher | : John Wiley & Sons |
Total Pages | : 464 |
Release | : 2013-04-03 |
Genre | : Business & Economics |
ISBN | : 1119966043 |
Download Credit Securitisations and Derivatives Book in PDF, Epub and Kindle
A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.
Credit Securitisations and Derivatives Related Books
Pages: 464
Pages: 545
Pages: 628
Pages: 328
Pages: 388