Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Modelling Single-name and Multi-name Credit Derivatives

Modelling Single-name and Multi-name Credit Derivatives (Hardback)

£84.99
Despatched in 2 business days.
Order now for Free delivery in the UK or choose Express Delivery to receive in 2 business days.
More on delivery...

Synopsis

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.

BusinessEconomicsFinancial crises & disastersBusinessFinance & accountingFinanceBanking & finance: study & revision guidesBusinessFinance & accountingFinanceCredit & credit institutionsBusinessFinance & accountingFinanceInvestment & securities Publisher: John Wiley and Sons Ltd Publication Date: 04/07/2008 ISBN-13: 9780470519288  Details: Type: Hardback Format: Books
Availability: Despatched in 2 business days. Login for Quick Checkout Add to Basket

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.

More books by Dominic O'Kane

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Second Class Available free for ALL orders. No charge for each additional book. 3-7 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

The Politics of Financial Risk, Audit...
(Paperback)
Atul K. Shah
 
 
£34.99
 
International Currency Exposure
(Hardback)
Yin-Wong Cheung; Frank Westermann
 
 
£30.95
 
Microfinance and Financial Inclusion:...
(Hardback)
Eugenia Macchiavello
 
 
£105.00
 
Financial Reform in China: The Way...
(Hardback)
Changwen Zhao; Hongming Zhu
 
 
£105.00
 
Latest Blog
#FoylesFive: Elsewhere-Elsewhen
18/09/2017

Jen from the Web Team shares a selection of books that will transport the reader to another time and place.

Growler: The Inspiration for the Now Iconic Bear
18/09/2017

James Campbell describes how the groundbreaking approach to illustration adopted by Milne and Shepard came about, which bear provided the inspiration for the drawings and which of the characters was Shepard's secret favourite.

Blog - Sound and Silence: Emma Viskic on Creating a Profoundly Deaf Protagonist
14/09/2017

In this exclusive blog Emma Viskic describes how she came to learn sign language in order to get closer to her deaf protagonist in her debut, Resurrection Bay.

View all Blog Entries
Twitter
Show/Hide Tweets
© W&G Foyle Ltd