The art of credit derivatives demystifying the black swan
Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for d...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Chichester, West Sussex :
Wiley
c2010.
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| Edición: | 1st edition |
| Colección: | Wiley finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627906106719 |
| Sumario: | Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater. The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this activity and linking them with very practical examples, the aut |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (266 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781119206620 9781283371803 9786613371805 9780470687192 |
