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Dominic O´kane - Modelling Single-Name and Multi-Name Credit Derivatives - 9780470519288 - V9780470519288
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Modelling Single-Name and Multi-Name Credit Derivatives

€ 116.19
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Description for Modelling Single-Name and Multi-Name Credit Derivatives Hardcover. 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 modelling and a reference for those who are already practitioners. Series: Wiley Finance Series. Num Pages: 514 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 251 x 174 x 34. Weight in Grams: 1040.
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 modelling 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 modelling single-tranche CDOs in the ... Read more

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Product Details

Format
Hardback
Publication date
2008
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
514
Condition
New
Series
Wiley Finance Series
Number of Pages
512
Place of Publication
New York, United States
ISBN
9780470519288
SKU
V9780470519288
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Dominic O´kane
Dominic O'Kane is an affiliated Professor of Finance at the French business school EDHEC which is based in Nice, France. Until May 2006, Dominic O'Kane was a managing director and ran the European Fixed Income Quantitative Research group at Lehman Brothers, the US investment bank. Dominic spent seven of his nine years at Lehman Brothers working as a quant for ... Read more

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