Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers: Global Perspectives, Innovations, and Market Drivers by Greg N. GregoriouCredit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers: Global Perspectives, Innovations, and Market Drivers by Greg N. Gregoriou

Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers: Global…

byGreg N. Gregoriou, Paul U. Ali

Hardcover | July 23, 2008

Pricing and Purchase Info

$96.81 online 
$119.95 list price save 19%
Earn 484 plum® points
Quantity:

In stock online

Ships free on orders over $25

Not available in stores

about

The world’s leading financial thinkers share their insights into the latest developments in credit derivatives

In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds.

You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as:

  • Key products, applications, and typical trades, hedging and credit structuring
  • Pricing of credit default swaps and synthetic CDOs
  • Design of synthetic CDOs
  • Copula models, with illustrative examples
  • Credit derivatives in investment portfolios
  • Opportunities for structuring credit derivatives in accordance with Islamic finance

    Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”

Greg N. Gregoriou is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh. He holds a Ph.D. in finance from the University of Quebec in Montreal. Gregoriou specializes in hedge funds, funds of hedge funds, and managed futures. He has published 26 books and over 50 journal article...
Loading
Title:Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers: Global…Format:HardcoverDimensions:528 pages, 8.9 × 6.3 × 1.26 inPublished:July 23, 2008Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0071549528

ISBN - 13:9780071549523

Reviews