[Read now] Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance)
·•●- Antulio N. Bomfim ·•●-
#2361953 in eBooks 2004-12-06 2004-12-06File Name: B001YWNA8W
5 of 6 people found the following review helpful. Credit Derivative -- PrimerBy ssfsumitA very good introduction to credit derivatives at the level of"J.C.Hull - Options, Futures...", as remarked by a reviewer.This book is also at the level of, but better than the recent text"Credit Derivatives - A primer on credit risk..." by Chacko et al.The chapters are short (less than 10 pages mostly),well organized, clear, gives a good overview, just enough mathematicsand simple numerical examples to fix"This enjoyable book on credit derivatives will be useful to both students of finance and practitioners. Bomfim does for credit what Hull does for options, futures and other derivatives."--Kay Giesecke, Visiting Assistant Professor, School of Operations Research and Industrial Engineering, CornellThe global credit derivatives market is estimated to have grown from virtually nothing in the early 1990s to over $2 trillion dollars. Although still relatively young, the credit derivatives market has already developed to the point where one can characterize its evolution in terms of developments in its various segments, such as the market for single-name credit derivatives or the market for credit derivatives written on sovereign credits.Understanding Credit Derivatives offers a comprehensive... [PDF.hh35] Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance) Rating: 3.59 (456 Votes)
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