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Credit Derivatives

Credit Derivatives

Name: Credit Derivatives
Brand: McGraw Hill
SKU: 9780071453141
Price: 600.00 HKD
Availability: OutOfStock
Author: Erik Banks; Morton Glantz; Paul Siegel
ISBN: 9780071453141

Edited by Erik Banks · Morton Glantz · Paul Siegel

McGraw Hill September 2006

Specifications

ISBN-13: 9780071453141
Publisher: McGraw Hill
Publication: September 2006
Format: Hardback , 304 pages
Jurisdiction: International ? Countri(es) for reference only

Details

After reading this book, readers will be able to:

Identify product consideration and borrower characteristics
Understand expected vs. unexpected losses
Evaluate the probability of default
Determine the probability of a spread increase

Part I: Credit Derivative Products and Applications

1: An Introduction to Credit DDerivatives

2: Fundamental Credit Derivative Products

3: Structured and Synthetic Credit Products

4: An Overview of Credit Derivative Applications

Part II: Valuation Tools

5: A Primer on Risk Modeling

6: A Basic Credit Default Swap Model

7: Modeling Credit Default Risk

8: Portfolio Management of Default Risk

9: Ancillary Credit Risk Tools and Techniques

Part III: Regulatory, Control, and Legal Issues

10: Credit Drivative

About the Author

Paul Siegel (New York, NY) is chairman and CEO of The Globecon Group, a leading provider of consulting, education, training, and other professional development services to clients including ABN AMRO, J. P. Morgan, Deutsche Bank, and Moody's. Siegel previously held executive positions at Olympia & York, Cushman & Wakefield, and Daiwa Securities American.

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