Книги
Credit Derivatives
Chaplin, G. Credit Derivatives : Risk Management, Trading & Investing / G. Chaplin. — England : J.Wiley & Sons, 2005. — 311 p.+ CD-ROM N 160737. — (Wiley Finance). — 4137.00 р.
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Theory, models, and implementation for all major credit derivatives. Credit Derivatives provides a comprehensive account of the theory, modeling, and implementation of these popular hedging instruments while, at the same time, identifies model shortcomings and hidden risks. It introduces-and goes beyond-mathematical models to explore all aspects of credit derivative products.
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УДК:339.7
Рекомендовано к ознакомлению
- 1. Bluhm, C. An Introduction to Credit Risk Modeling / C. Bluhm, L. Overbeck, C. Wagner. — London : Chapman & Hall, 2003. — 298 p.. — (Chapman & Hall).
- 2. Duffie, D. Credit Risk / D. Duffie, K.J. Singleton. — Princeton : Princeton University Press, 2003. — 396 p.. — (Princeton Series in Finance).
- 3. Shell, C. Managing Credit Risk: Tools and Applications for Effective Risk Control / C. Shell. — London : Euromoney Books, 2003. — 160 p.
- 4. Schmid, B. Credit Risk Pricing Models / B. Schmid. — 2nd Ed.. — Berlin : Springer, 2004. — 384 p.. — (Springer Finance).
- 5. Quemard, J.-L. Credit Derivatives, Securitization and the New Regulatory Environment / J.-L. Quemard. — New York : Euromoney Books, 2005. — 126 p.
- 6. Credit Derivatives: Instruments, Applications, and Pricing / M. J.P. Anson [et al.]. — New Jersey : J.Wiley & Sons, 2004. — 341 p.. — (The Frank J. Fabozzi Series).
- 7. Frontiers in Credit Risk / Ed. G. Gaeta, Ed. S. Alibhai, Ed. J. Hingorani. — Singapore : J.Wiley & Sons (Asia), 2003. — 486 p.
- 8. Saunders, A. Credit Risk Measurement / A. Saunders, L. Allen. — 2nd Ed.. — New York : J.Wiley & Sons, 2002. — 320 p.
- 9. Суэтин, А.А. Международный финансовый рынок / А.А. Суэтин. — Москва : КНОРУС, 2004. — 224 с.
- 10. Льюис, М. Игра на понижение / М. Льюис. — 2-е изд.. — Москва : Альпина Паблишер, 2018. — 280 с.. — ISBN 978-5-9614-6716-1.
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