[PDF.23za] Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series)

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series)

[PDF.hk00] Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series)

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 | #1250166 in eBooks |  2011-03-08 |  2011-03-08 | File type: PDF

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||5 of 5 people found the following review helpful.| Review of O'Kane's Modeling Credit Derivatives|By T. K. Hin|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 & he|From the Inside Flap|“This book provides a unique, in-depth and comprehensive analysis of the modelling issues faced by credit modellers in the credit derivatives market.” |—Frank J. Fabozzi, PhD, CFA, Professor in the Practice of Fi

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 incl...

You easily download any file type for your device.Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series)   |  Dominic O'Kane. Just read it with an open mind because none of us really know.

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