Credit Default Swaps: Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations, Culp Christopher L., Van Der Merwe Andria, Stдrkle Bettina J.

Автор: Culp
Название: Credit Default Swaps
ISBN: 3319930753 ISBN-13(EAN): 9783319930756
Издательство: Springer
Рейтинг:
Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.

Автор: Constantinides George M.
Название: Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps
ISBN: 9814618411 ISBN-13(EAN): 9789814618410
Издательство: World Scientific Publishing
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Цена: 77090.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.

Автор: Tamakoshi, Go , Hamori, Shigeyuki
Название: Credit Default Swap Markets in the Global Economy
ISBN: 0367504219 ISBN-13(EAN): 9780367504212
Издательство: Taylor&Francis
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Цена: 42870.00 T
Наличие на складе: Невозможна поставка.
Описание: This book provides a comprehensive overview for various segments of the global credit default swap (CDS) markets, touching on how they had been affected by the recent financial turmoil. The book uses empirical analysis on credit default swap markets, applying advanced econometric methodologies to the time-series data.