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Credit Derivatives and Structured Credit Trading

trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it;

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Structured Products and Related Credit Derivatives

Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look;

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Credit Derivatives: Credit Derivatives

Credit derivatives have emerged from the financial crisis as a stronger and more robust product, heavily used by financial institutions;

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Structured Credit Products: Credit Derivatives and Synthetic Securitisation [With CDROM] [With CDROM]

blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and;

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Credit Derivatives and Credit Rating

The latest financial crisis highlighted several problems with credit derivatives and raised questions about the effectiveness of Credit;

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The Art of Credit Derivatives

Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market;

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The Structured Credit Handbook

, Citigroup Global Markets, is engaged in proprietary trading of Structured Credit products, and until recently, was global head of Structured Credit;

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An Introduction to Credit Derivatives

: credit risk, unfunded credit derivatives, funded credit derivatives, credit default swap pricing, and more. Including an account of major segment;

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Credit Default Swaps

The rapid growth of credit derivatives has revolutionized the trading and management of credit risk. The goal of this diploma thesis is to;

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Understanding Credit Derivatives and Related Instruments

of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries;

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Applications of Credit Derivatives. Opportunities and Risks Involved in Credit Derivatives

This study begins with a general introduction to the credit derivatives market and gives arguments for the growth catalysts which have;

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Understanding Credit Derivatives and Related Instruments

The global credit derivatives market is estimated to have grown from virtually nothing in the early 1990s to over $2 trillion dollars;

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Credit Derivatives

Since its inception, the market for credit derivatives has shown impressive growth and has hit a volume of more than $54 trillion in 2008;

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Mastering Credit Derivatives

innovations such as Structured Credit Derivatives and Greeks and Tranche Sensitivity. The book is written on a purely 'need to know' basis;

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Credit Derivatives Pricing Models

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little;

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Risk Management and Analysis

equity and interest rate derivatives, exotic options, swap (and swaptions), volatility trading and finally credit derivatives. The contributors;

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Commodity Derivatives

products and minerals. Other assets such as emissions trading credits, freight rates and even the weather can also underlie commodity derivatives;

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Credit Derivatives

The market for credit derivatives----financial instruments designed to transfer credit risk from one party to another----has grown;

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Mastering Credit Derivatives

and understand credit derivatives concepts, instruments and products with the ultimate guide;Mastering Credit Derivatives. Step by step, this;

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Modern Derivatives Pricing & Credit Expo

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail;

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The Credit Risk of Complex Derivatives

This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the;

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Levy Processes in Credit Risk

credit derivatives structures such as CDOs, ABSs, CPPIs, CPDOs are analysed and illustrated with market data.;

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Modeling Credit Risk and Pricing Credit Derivatives

risk on a broad scale. However, in recent years, the development of markets for credit securitization and credit derivatives has provided new;

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Credit Derivatives Pricing

credit derivatives was created in the early 1990s in London and New York. It is the market segment of derivative securities which is growing;

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Synthetic CDOs

finance landscape, readers are introduced tothe basic modelling concepts necessary to model and value simple credit derivatives. The modelling;

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Active Credit Portfolio Management

, which exceeds EUR 350bn with respect to outstanding corporate bonds. As a result, credit risk trading and credit portfolio management gained;

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Credit Risk

risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk;

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