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Before the credit crisis, credit was primarily considered only when dealing with counterparty credit risk, high-yield debt, or credit-linked derivatives. Credit and credit risk now permeate every corner of the financial world. This book analyzes credit from the beginning--the po…
This text takes risk management theory and explains it in a 'this is how you do it' manner for practical application in today's financial world.
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequac…
This handbook provides a timely discussion of the mathematical modelling that underpins both credit derivatives and securitisation. It covers statistical analysis and techniques modelling of default of both single and multiple entities counterparty risk, Gaussian and non-Gaussia…
This text provides an analysis of all aspects of derivatives and does not require a prior detailed knowledge of financial markets. In each chapter, the reader is first introduced to the market segment or particular product being discussed before having simple maths and market pr…