Modelling Single-name and Multi-name Credit Derivatives - Info and Reading Options
By Dominic O'Kane
"Modelling Single-name and Multi-name Credit Derivatives" was published by Wiley & Sons, Limited, John in 2015 - Chichester, West Sussex Hoboken, NJ, the book is classified in Credit derivatives genre, it has 520 pages and the language of the book is English.
“Modelling Single-name and Multi-name Credit Derivatives” Metadata:
- Title: ➤ Modelling Single-name and Multi-name Credit Derivatives
- Author: Dominic O'Kane
- Language: English
- Number of Pages: 520
- Is Family Friendly: Yes - No Mature Content
- Publisher: Wiley & Sons, Limited, John
- Publish Date: 2015
- Publish Location: ➤ Chichester, West Sussex Hoboken, NJ
- Genres: Credit derivatives
“Modelling Single-name and Multi-name Credit Derivatives” Subjects and Themes:
- Subjects: Credit derivatives - Derivative securities - Credit, management
Edition Specifications:
- Weight: 0.682
Edition Identifiers:
- Google Books ID: YkGZAQAACAAJ
- The Open Library ID: OL33508249M - OL11938729W
- ISBN-13: 9781119201960 - 9780470696767 - 9780470519288
- ISBN-10: 1119201969
- All ISBNs: 9781119201960 - 1119201969 - 9780470696767 - 9780470519288
AI-generated Review of “Modelling Single-name and Multi-name Credit Derivatives”:
Snippets and Summary:
In terms of models, this book covers the challenge of modeling 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 ...
"Modelling Single-name and Multi-name Credit Derivatives" Description:
Google Books:
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 modeling 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 modeling 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.
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