Opening book details…
Can I read Credit Derivatives: Instruments, Applications, and Pricing (Frank J. Fabozzi Series) on EtoBox?
Credit Derivatives: Instruments, Applications, and Pricing (Frank J. Fabozzi Series) by Mark J. P., PhD, CFA Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen is a book available to read on EtoBox.
What is Credit Derivatives: Instruments, Applications, and Pricing (Frank J. Fabozzi Series) about?
An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in Londo
- Author
- Mark J. P., PhD, CFA Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen
- Publisher
- John Wiley and Sons Ltd
- Published
- 2004
- Language
- EN
- ISBN
- 9780471652380
- Subjects
- Business, Economics, Finance
Other editions & translations
More by Mark J. P., PhD, CFA Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen
Browse all works by Mark J. P., PhD, CFA Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen
Similar books
- Credit Derivatives: Instruments, Applications and Pricing — Mark J. P. Anson, Frank J. Fabozzi, Moorad Choudhry (2006)
- Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series) — Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi (2008)
- Systematic Investing in Credit (Frank J. Fabozzi Series) — Dor, Arik Ben, Desclee, Albert, Dynkin, Lev, Hyman, Jay, Polbennikov, Simon (2021)
- Credit Derivatives Pricing Models : Models, Pricing and Implementation — Philipp J Schönbucher; NetLibrary, Inc (2003)
- Credit Derivatives : A Primer on Credit Risk, Modeling, and Instruments — George Chacko; Anders Sjoman; Hideto Motohashi; Vincent Dessain (2006)
- Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors (Frank J. Fabozzi Series) — Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi CFA (2008)