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geoff chaplin credit derivatives trading investing and risk management

Geoff Chaplin Credit Derivatives. Trading, Investing,and Risk Management geoff chaplin credit derivatives trading investing and risk management

Geoff Chaplin Credit...

The credit derivatives industry has come under close scrutiny over the...

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Группа авторов Credit Derivatives geoff chaplin credit derivatives trading investing and risk management

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The credit derivatives market has developed rapidly over the last ten...

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Giles Jewitt FX Derivatives Trader School geoff chaplin credit derivatives trading investing and risk management

Giles Jewitt FX Deri...

An essential guide to real-world derivatives trading FX Derivatives Tr...

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Tomasz Bielecki Credit Risk Frontiers. Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity geoff chaplin credit derivatives trading investing and risk management

Tomasz Bielecki Cred...

A timely guide to understanding and implementing credit derivatives Cr...

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Karen Horcher A. Essentials of Financial Risk Management geoff chaplin credit derivatives trading investing and risk management

Karen Horcher A. Ess...

A concise introduction to financial risk management strategies, polici...

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Daniel Rosch Credit Securitisations and Derivatives. Challenges for the Global Markets geoff chaplin credit derivatives trading investing and risk management

Daniel Rosch Credit...

A comprehensive resource providing extensive coverage of the state of...

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Группа авторов Modelling Single-name and Multi-name Credit Derivatives geoff chaplin credit derivatives trading investing and risk management

Группа авторов Model...

Modelling Single-name and Multi-name Credit Derivatives presents an up...

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Gunter Meissner Credit Derivatives. Application, Pricing, and Risk Management geoff chaplin credit derivatives trading investing and risk management

Gunter Meissner Cred...

The market for credit derivatives–financial instruments designed to tr...

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Joel Bessis Risk Management in Banking geoff chaplin credit derivatives trading investing and risk management

Joel Bessis Risk Man...

Never before has risk management been so important. Now in its third e...

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Joel Bessis Risk Management in Banking geoff chaplin credit derivatives trading investing and risk management

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Never before has risk management been so important. Now in its third e...

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Группа авторов Credit Risk Management geoff chaplin credit derivatives trading investing and risk management

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The importance of managing credit and credit risks carefully and appro...

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Irene Aldridge Real-Time Risk. What Investors Should Know About FinTech, High-Frequency Trading, and Flash Crashes geoff chaplin credit derivatives trading investing and risk management

Irene Aldridge Real-...

Risk management solutions for today's high-speed investing environment...

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Anthony Saunders Credit Risk Management In and Out of the Financial Crisis. New Approaches to Value at Risk and Other Paradigms geoff chaplin credit derivatives trading investing and risk management

Anthony Saunders Cre...

A classic book on credit risk management is updated to reflect the cur...

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Группа авторов Credit Derivatives Pricing Models geoff chaplin credit derivatives trading investing and risk management

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The credit derivatives market is booming and, for the first time, expa...

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Davis Edwards Risk Management in Trading. Techniques to Drive Profitability of Hedge Funds and Trading Desks geoff chaplin credit derivatives trading investing and risk management

Davis Edwards Risk M...

A comprehensive resource for understanding how to minimize risk and in...

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Alexander During Fixed Income Trading and Risk Management geoff chaplin credit derivatives trading investing and risk management

Alexander During Fix...

Alexander During Fixed Income Trading and Risk Management

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Для информации:

The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk requirements post financial crisis, Credit Derivatives: Trading, Investing and Risk Management, Second Edition, covers the subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. It provides: a description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring; analysis of the industry standard 'default and recovery' and Copula models including many examples, and a description of the models' shortcomings; tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management; a thorough analysis of counterparty risk; an intuitive understanding of credit correlation in reality and in the Copula model. The book is thoroughly updated to reflect the changes the industry has seen over the past 5 years, notably with an analysis of the lead up and causes of the credit crisis. It contains 50% new material, which includes copula valuation and hedging, portfolio optimisation, portfolio products and correlation risk management, pricing in illiquid environments, chapters on the evolution of credit management systems, the credit meltdown and new chapters on the implementation and testing of credit derivative models and systems. The book is accompanied by a website which contains tools for credit derivatives valuation and risk management, illustrating the models used in the book and also providing a valuation toolkit.