Recently Viewed

New

Modelling Single-name and Multi-name Credit Derivatives by Dominic O'Kane 9780470519288

No reviews yet Write a Review
RRP: £89.00
Booksplease Price: £77.51
Booksplease saves you

  Delivery: We ship to over 200 countries from the UK
  Range: Millions of books available
  Reviews: Booksplease rated "Excellent" on Trustpilot

  FREE UK DELIVERY: When you buy 3 or more books on Booksplease - Use code: FREEUKDELIVERY in your cart!

SKU:
9780470519288
MPN:
9780470519288
Available from Booksplease!
Availability: Usually dispatched within 4 working days

Frequently Bought Together:

Total: Inc. VAT
Total: Ex. VAT

Description

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 include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.



About the Author
Dominic O'Kane is an affiliated Professor of Finance at the French business school EDHEC which is based in Nice, France. Until May 2006, Dominic O'Kane was a managing director and ran the European Fixed Income Quantitative Research group at Lehman Brothers, the US investment bank. Dominic spent seven of his nine years at Lehman Brothers working as a quant for the credit derivatives trading desk.


Book Information
ISBN 9780470519288
Author Dominic O'Kane
Format Hardback
Page Count 512
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 1007g
Dimensions(mm) 250mm * 174mm * 34mm

Reviews

No reviews yet Write a Review

Booksplease  Reviews


J - United Kingdom

Fast and efficient way to choose and receive books

This is my second experience using Booksplease. Both orders dealt with very quickly and despatched. Now waiting for my next read to drop through the letterbox.

J - United Kingdom

T - United States

Will definitely use again!

Great experience and I have zero concerns. They communicated through the shipping process and if there was any hiccups in it, they let me know. Books arrived in perfect condition as well as being fairly priced. 10/10 recommend. I will definitely shop here again!

T - United States

R - Spain

The shipping was just superior

The shipping was just superior; not even one of the books was in contact with the shipping box -anywhere-, not even a corner or the bottom, so all the books arrived in perfect condition. The international shipping took around 2 weeks, so pretty great too.

R - Spain

J - United Kingdom

Found a hard to get book…

Finding a hard to get book on Booksplease and with it not being an over inflated price was great. Ordering was really easy with updates on despatch. The book was packaged well and in great condition. I will certainly use them again.

J - United Kingdom