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Основной контент книги Credit Securitisations and Derivatives. Challenges for the Global Markets
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Book duration 464 pages

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Credit Securitisations and Derivatives. Challenges for the Global Markets

authors
daniel rosch,
harald scheule
Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$125

About the book

A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.

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Book Daniel Rosch, Harald Scheule «Credit Securitisations and Derivatives. Challenges for the Global Markets» — read online on the website. Leave comments and reviews, vote for your favorites.
Age restriction:
0+
Release date on Litres:
24 December 2017
Volume:
464 p.
ISBN:
9781119966043
Total size:
17 МБ
Total number of pages:
464
Copyright holder:
John Wiley & Sons Limited
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