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(Ebook) Credit: The complete guide to pricing, hedging and risk management by Jon Gregory, Angelo Arvanitis ISBN 9780585419336, 9781899332731, 1899332731, 0585419337

  • SKU: EBN-1429790
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Instant download (eBook) Credit: The complete guide to pricing, hedging and risk management after payment.
Authors:Jon Gregory, Angelo Arvanitis
Pages:439 pages.
Year:2001
Editon:1st
Publisher:Risk Books
Language:english
File Size:2.23 MB
Format:pdf
ISBNS:9780585419336, 9781899332731, 1899332731, 0585419337
Categories: Ebooks

Product desciption

(Ebook) Credit: The complete guide to pricing, hedging and risk management by Jon Gregory, Angelo Arvanitis ISBN 9780585419336, 9781899332731, 1899332731, 0585419337

Short listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance

Provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes.

Emphasises fixed income instruments rather than loans, where stochastic future exposures are modelled accurately.

Examines loans, credit derivatives, interest rate derivatives with risky conterparties 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.

It provides a practical discussion of market frictions that impact credit trading.

Complex theoretical issues are illustrated with an unusually high number of examples, tables and figures that have been designed with the practitioner in mind.

It is self-sufficient. Proofs and technicalities are discussed in the appendices of each chapter.

It has both an appendix of 6 papers and is followed by a glossary.

*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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