Credit: The Complete Guide to Pricing, Hedging and Risk Management (Hardback)
  • Credit: The Complete Guide to Pricing, Hedging and Risk Management (Hardback)
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Credit: The Complete Guide to Pricing, Hedging and Risk Management (Hardback)

(editor), (editor)
£99.00
Hardback Published: 01/05/2001
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This comprehensive text provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes. The book: emphasizes fixed income instruments rather than loans, where stochastic future exposures are modelled accurately; examines loans, credit derivatives, interest rate derivatives with risky counterparties and convertible bonds; provides a thorough analysis of the pricing and hedging of basket credit derivatives and other credit contingent products; adapts credit derivative modelling techniques in order to price and hedge the credit component in fixed income derivatives; provides a practical discusssion of market frictions that impact credit trading; illustrates complex theoretical issues with a high number of examples, tables and figures that have been designed with the practitioner in mind; and discusses proofs and technicalities in the appendix of each chapter.

Publisher: Risk Books
ISBN: 9781899332731
Dimensions: 235 x 155 x 30 mm

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