ISBN-10:
012800116X
ISBN-13:
9780128001165
Pub. Date:
11/24/2015
Publisher:
Elsevier Science
Understanding Credit Derivatives and Related Instruments / Edition 2

Understanding Credit Derivatives and Related Instruments / Edition 2

by Antulio N. Bomfim

Hardcover

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Product Details

ISBN-13: 9780128001165
Publisher: Elsevier Science
Publication date: 11/24/2015
Edition description: New Edition
Pages: 420
Product dimensions: 6.20(w) x 9.10(h) x 1.00(d)

About the Author

Antulio N. Bomfim Senior Managing Director and Co-Head of Monetary Policy Insights at Macroeconomic Advisers, LLC. He received his M.A. and Ph.D. in

Economics at the University of Maryland and his M.Sc.in Mathematical Finance at the University of Oxford.

Table of Contents

I – Credit Derivatives: Definitions, Market, Uses (3 chapters)

II – Main Types of Credit Derivatives (13 chapters)

III – Introduction to Credit Modeling I: Single Name Defaults (4 chapters)

IV: Introduction to Credit Modeling II: Portfolio Credit Risk (5 chapters)

V – A Brief Overview of Documentation and Regulatory Issues (2 chapters)

VI Hedging and Trading Credit Default Swaps (3 chapters)

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