Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools
$73.68
$98.24
Safe 25%
Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools
Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools
Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools
Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools
Modeling Single-Name and Multi-Name Credit Derivatives - Pricing, Hedging & Risk Management for Financial Professionals | Investment Banking & Portfolio Analysis Tools
$73.68
$98.24
25% Off
Quantity:
Delivery & Return: Free shipping on all orders over $50
Estimated Delivery: 10-15 days international
27 people viewing this product right now!
SKU: 44235872
Guranteed safe checkout
amex
paypal
discover
mastercard
visa
apple pay
shop
Description
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 presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.
More
Shipping & Returns

For all orders exceeding a value of 100USD shipping is offered for free.

Returns will be accepted for up to 10 days of Customer’s receipt or tracking number on unworn items. You, as a Customer, are obliged to inform us via email before you return the item.

Otherwise, standard shipping charges apply. Check out our delivery Terms & Conditions for more details.

Reviews
*****
Verified Buyer
5
The author's(O'Kane) exposition of the subject matter is lucid and very well structured.There is a good balance between theory and the practical aspects in the subject matter.Usually, there is a divergence between theory and practice, but O'Kane addresses these divergences well i.e. MTM,risk management & hedging of CDS contracts (and its variations)O'Kane successully simplifies the complex into the simple with clear, concise language in a structured, logical manner without bombarding the reader with complicated mathematical proof/ambiguous logical arguments i.e. why a one-factor latent variable model is insufficient to model the correlation structure of an n-name portfolio etc..I believe the dilligent reader can eventually develop his/her own intuition and can understand the logic behind the structure of the equationsBefore graduating to the current literature of credit derivatives, this book provides a very strong foundation to build upon.Personally, I prefer O'Kane's pedagogical style/treatment of the subject matter (credit derivatives) over Hull/White's treatment in their classic "Options, Futures and Other Derivatives"This book has given me a better, clearer and more structured understanding of credit derivatives in general.Hopefully O'Kane can write a book along similar lines for the other asset classes ie interest rate/fx.

You May Also Like