This book provides practitioners and students with a hands-on introduction to modern credit risk modeling. The authors begin each chapter with an accessible presentation of a given methodology, bef…
An up-to-date look at the exploding CDO and structured credit products market In this fully updated Second Edition, financial expert Janet Tavakoli provides readers with a comprehensive look at the…
High yield bonds are becoming increasingly popular among professional investors. They are attractive to pension funds and banks. This text deals with the various aspects of the high-yield market an…
Future Markets: Theory and Practice is the first of the two books written by the on Futures, Options and Swaps, and covers forward and futures contracts. The second book would cover options and swa…
Here is an excellent introduction to equity, commodity, and credit swaps. The text describes the evolution of this financial instrument and the present day importance it has in debt and interest ra…
The importance of managing credit and credit risks carefully andappropriately cannot be overestimated. The very success or failureof a bank and the banking industry in general may well depend onhow…
Building upon the work established in the first edition, this fully revised multi-author reference collection brings the reader up-to-date with a complete and cohesive examination on the latest tec…
Risk Management and Analysis Volume 1 Measuring and Modelling Financial Risk Edited by Carol Alexander In the two years since the publication of The Handbook of Risk Management and Analysis interes…
The first full analysis of the latest advances in managing credit risk. "Against a backdrop of radical industry evolution, the authors of Managing Credit Risk: The Next Great Financial Challenge pr…
This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. Also included are new models for valuing…