Short Description
Contents Listing
Deutsche
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Publishers Description
This book gives a practical and comprehensive account of the theory, modelling and implementation of credit derivatives and cash products. It provides extensive coverage of a number of topics, including the case for practical vs theoretical models, counterparty risk and single name and correlation products, all with a wealth of examples.

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Keywords
asset swaps
bond hedging
bonds and loans
call options
CDS
CDS data
CDS risk
Collatorised Debt Obligations
copulae
corporate debt
correlation portfolio management
counterparty risk
coupula
credit debt
credit default swaps
credit derivatives
credit hedging
credit portfolios
debt
debt default
debt recovery
debt valuation
default swaps
derivatives
hedge funds
hedging
LIBOR
liquidity
portfolio risk
portfolio trades
put options
risk and trading
risk management
risk management and trading
sector trades
sovereign debt
swaps
Total return swaps
trading risk
valuation and hedging
valuation and risk
value at risk
VaR

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Publisher Details
John Wiley And Sons

Specific books

Other books in Series

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