Antulio Bomfim – Understanding Credit Derivates Related Instruments
$19.00
Antulio Bomfim – Understanding Credit Derivates Related Instruments
The international credit score derivatives market is estimated to have grown from nearly nothing within the early 1990s to over $2 trillion {dollars}. Although nonetheless comparatively younger, the credit score derivatives market has already developed to the purpose the place one can characterize its evolution by way of developments in its numerous segments, equivalent to the marketplace for single-name credit score derivatives or the marketplace for credit score derivatives written on sovereign credit.
Understanding Credit Derivatives affords a complete introduction to the credit score derivatives market. Rather than presenting a extremely technical exploration of the topic, it affords intuitive and rigorous summaries of the main topics and the principal views related to them. The centerpiece is pricing and valuation points, particularly discussions of various valuation instruments and their use in credit score fashions.
* Offers a broad overview of this rising discipline
* Discusses all the principle forms of credit score derivatives
* Provides back-of-the-book abstract of statistics and fixed-income arithmetic
