عنوان

The credit risk of complex derivatives /

شابک

1403916691

شابک

1403946094

شابک

9781403916693

شابک

9781403946096

شابک اشتباه

1403916691

شماره

b802421

عنوان اصلي

The credit risk of complex derivatives /

نام عام مواد

[Book]

نام نخستين پديدآور

Erik Banks.

وضعيت ويراست

3rd ed.

محل نشرو پخش و غیره

New York :

نام ناشر، پخش کننده و غيره

Palgrave Macmillan,

تاریخ نشرو بخش و غیره

2004.

نام خاص و کميت اثر

1 online resource (xix, 556 pages) :

ساير جزييات

illustrations

عنوان فروست

Finance and capital markets

متن يادداشت

Includes bibliographical references (pages 541-548) and index.

متن يادداشت

Preface -- PART I: DERIVATIVES, CREDIT AND RISK MANAGEMENT -- An Overview of the Derivatives Marketplace -- Derivative Losses -- Risk Governance and Risk Management -- Regulatory Initiatives and Advances -- PART II: THE CREDIT RISK OF COMPLEX DERIVATIVES -- Classification and Quantification of Credit Risk -- Quantifying Option Credit Risk -- The Credit Risk of Compound Option Strategies -- The Credit Risk of Complex Options -- Quantifying Swap Credit Risk -- The Credit Risk of Complex Swaps -- PART III: CREDIT PORTFOLIO RISK MANAGEMENT ISSUES -- Credit Risk Management of Derivative Portfolios: Quantitative Issues -- Credit Risk Portfolio Models -- Credit Risk Management of Derivative Portfolios: Qualitative Issues -- Appendix 1: Option Valuation -- Appendix 2: Twenty Questions for the Derivatives Desk -- Appendix 3: ISDA 2002 Master Agreement -- Glossary -- References -- Index.

بدون عنوان

0

متن يادداشت

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including:* Derivative losses* Risk governance and risk management efforts* Regulatory initiatives and advances* Credit risk portfolio modelsAimed at clients, intermediaries and regulators.

منبع سفارش / آدرس اشتراک

Palgrave Macmillan

شماره انبار

290224

عنوان

Credit risk of complex derivatives.

موضوع مستند نشده

Derivative securities.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Investments & Securities-- General.

موضوع مستند نشده

Derivative securities.

موضوع مستند نشده

Derivative securities.

موضوع مستند نشده

Financiering.

موضوع مستند نشده

Kapitaalmarkt.

موضوع مستند نشده

Opties.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

Risk management.

موضوع مستند نشده

Swaps.

موضوع مستند نشده

Termijnhandel.

موضوع مستند نشده

BUS-- 036000

شماره

ويراست

شماره رده

نشانه اثر

شماره رده

کد سيستم

مستند نام اشخاص تاييد نشده

Banks, Erik.

تاريخ عمليات

20201207152200.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y