Understanding Credit Derivatives and Related Instruments, Second Edition

3.33 avg rating
( 3 ratings by Goodreads )
 
9780128001165: Understanding Credit Derivatives and Related Instruments, Second Edition

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 market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics.

Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book.

  • Explores the role that credit derivatives played during the economic crisis, both as hedging instruments and as vehicles that potentially magnified losses for some investors
  • Comprehensive overview of single-name and multi-name credit derivatives in terms of market specifications, pricing techniques, and regulatory treatment
  • Updated edition uses current market statistics (market size, market participants, and uses of credit derivatives), covers the application of CDS technology to other asset classes (CMBX, ABX, etc.), and expands the treatment of individual instruments to cover index products, and more

"synopsis" may belong to another edition of this title.

From the Back Cover:

This intuitive, rigorous overview links academic theory with the practices valuing and trading credit derivatives. Rather than presenting highly technical explorations, it offers summaries of major subjects and the principal perspectives associated with them. Its 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 crisis, including standardized premiums and up-front payments. The analyses of regulatory responses to the crisis (Basel III, Dodd Frank, etc) for the credit derivatives market include all the necessary statistical and mathematical background for readers to easily follow the pricing parts. Every reader who is familiar with mid-level mathematics and who wants to understand the functioning of the derivatives markets (both on the practice and academic side) can fully satisfy his or her interests with Understanding Credit Derivatives and Related Instruments.

About the Author:

Antulio N. Bomfim Senior Managing Director and Co-Head of Monetary Policy Insights at Macroeconomic Advisers, LLC. He received his M.A. and Ph.D. in

Economics at the University of Maryland and his M.Sc.in Mathematical Finance at the University of Oxford.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Bomfim, Antulio N.
Published by Academic Press (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 1
Seller:
Reuseabook
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2015. Hardcover. Book Condition: New. Dispatched, from the UK, within 48 hours of ordering. This book is in Brand New condition. Bookseller Inventory # CHL2165496

More Information About This Seller | Ask Bookseller a Question

Buy New
41.94
Convert Currency

Add to Basket

Shipping: 2
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Antulio N. Bomfim
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 2
Seller:
Super textbook online
(Houston, TX, U.S.A.)
Rating
[?]

Book Description Book Condition: New. US Edition Book In Mint condition. Shipping with Trackable Method. Bookseller Inventory # 012800116X-TOS

More Information About This Seller | Ask Bookseller a Question

Buy New
46.67
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Antulio Bomfim
Published by Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Book Condition: New. 2nd edition. Language: English . Brand New Book. 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 market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. Bookseller Inventory # AA59780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
47.20
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Antulio Bomfim
Published by Elsevier Science Publishing Co Inc, United States (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 10
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2015. Hardback. Book Condition: New. 2nd edition. Language: English . Brand New Book. 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 market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book. Bookseller Inventory # AA59780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
50.18
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 1
Seller:
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Book Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Bookseller Inventory # AIND-85384

More Information About This Seller | Ask Bookseller a Question

Buy New
58.42
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

6.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 1
Seller:
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Book Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-364

More Information About This Seller | Ask Bookseller a Question

Buy New
59.07
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

7.

Bomfim, Antulio
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 1
Seller:
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB364

More Information About This Seller | Ask Bookseller a Question

Buy New
59.11
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

8.

Antulio Bomfim
Published by Academic Press Inc
ISBN 10: 012800116X ISBN 13: 9780128001165
New Hardcover Quantity Available: 5
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Academic Press Inc. Hardcover. Book Condition: New. New copy - Usually dispatched within 2 working days. Bookseller Inventory # B9780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
52.74
Convert Currency

Add to Basket

Shipping: 6.94
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Bomfim, Antulio
Published by Academic Press (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 5
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Academic Press, 2015. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # BB-9780128001165

More Information About This Seller | Ask Bookseller a Question

Buy New
50.90
Convert Currency

Add to Basket

Shipping: 9
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Antulio Bomfim
Published by Academic Press Inc 2015-08-01 (2015)
ISBN 10: 012800116X ISBN 13: 9780128001165
New Quantity Available: 3
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Academic Press Inc 2015-08-01, 2015. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-05279438

More Information About This Seller | Ask Bookseller a Question

Buy New
57.76
Convert Currency

Add to Basket

Shipping: 2.99
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book