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About this product
- DescriptionUnderstanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book.
- Author BiographyAntulio N. Bomfim Senior Managing Director and Co-Head of Monetary Policy Insights at Macroeconomic Advisers, LLC. He received his M.A. and Ph.D. in Economics at the University of Maryland and his M.Sc.in Mathematical Finance at the University of Oxford.
- Author(s)Antulio Bomfim
- PublisherElsevier Science Publishing Co Inc
- Date of Publication17/11/2015
- SubjectFinance & Accounting
- Place of PublicationSan Diego
- Country of PublicationUnited States
- ImprintAcademic Press Inc
- Weight820 g
- Width152 mm
- Height229 mm
- Spine25 mm
- Edition Statement2nd Revised edition
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