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Can I read The Art of Credit Derivatives : Demystifying the Black Swan on EtoBox?
The Art of Credit Derivatives : Demystifying the Black Swan by Garcia, João;Goossens, Serge is a nonfiction available to read on EtoBox.
What is The Art of Credit Derivatives : Demystifying the Black Swan about?
Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater. The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this activity and linking them with very practical examples, the authors show why a mind-shift within the quant community is needed - a move from simple modeling to a more hands on mindset where the modeler understands the trading implicitly. The book has been written in five parts, covering the modeling framework; single name corporate credit derivatives; multi name corporate credit derivatives; asset backed securities and dynamic credit portfolio management. Coverage includes: groundbreaking solutions to the inherent risks associated with investing in securitization instruments how to use the standardized credit indices as the most appropriate instruments in price discovery pr
Who reads The Art of Credit Derivatives : Demystifying the Black Swan?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Garcia, João;Goossens, Serge
- Publisher
- John Wiley & Sons, Incorporated
- Published
- 2008
- Language
- EN
- ISBN
- 9789291317622
- Category
- nonfiction
- Subjects
- Finance, Management, Economics
Other editions & translations
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