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Synopsis
Title: Modelling Single-Name and Multi-Name Credit Derivatives <>Binding: Hardcover <>Author: Dominic O'Kane <>Publisher: Wiley
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About the Author
Dominic O'Kane is an affiliated Professor of Finance at the French business school EDHEC which is based in Nice, France. Until May 2006, Dominic O'Kane was a managing director and ran the European Fixed Income Quantitative Research group at Lehman Brothers, the US investment bank. Dominic spent seven of his nine years at Lehman Brothers working as a quant for the credit derivatives trading desk.
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Modelling Single-Name and Multi-Name Credit Derivatives (The Wiley Finance Series)
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Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pen & pencil markings. In poor condition, suitable as a reading copy. Dust jacket in good condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1100grams, ISBN:9780470519288. Seller Inventory # 5842662
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Modelling Single-Name and Multi-Name Credit Derivatives
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Modelling Single-name and Multi-name Credit Derivatives
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Modelling Single-name and Multi-name Credit Derivatives
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Modelling Single-Name and Multi-Name Credit Derivatives
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Modelling Single-name and Multi-name Credit Derivatives (Hardcover)
Published by
John Wiley & Sons Inc, New York, 2008
ISBN 10: 0470519282
ISBN 13: 9780470519288
New
Hardcover
First Edition
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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780470519288
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Modelling Single-name and Multi-name Credit Derivatives
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Modelling Single-name and Multi-name Credit Derivatives
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Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 1140. Seller Inventory # C9780470519288
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Modelling Single-Name and Multi-Name Credit Derivatives
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Modelling Single-Name and Multi-Name Credit Derivatives
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Condition: As New. Unread book in perfect condition. Seller Inventory # 5147622
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