Books
Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.
21 titles match these filters
Eighth Edition
Frank Fabozzi · 2016 · McGraw-Hill
The Handbook of Fixed Income Securities provides a comprehensive examination of fixed income instruments, interest rate dynamics, and credit risk management. Authored by Frank Fabozzi, this extensive volume serves as a critical resource for finance professionals engaged in fixed income trading, analysis, and portfolio management.
Lipton & Sepp · 2018 · World Scientific
This comprehensive text delves into the intricacies of modern derivatives pricing and the analysis of credit exposure. It is tailored for professionals in risk management and quantitative finance, providing a robust framework for understanding the valuation of derivatives in the context of credit risk.
Christian Bluhm et al. · 2016 · Chapman And Hall
This comprehensive text provides a detailed exploration of credit risk modelling, focusing on the quantitative methods and techniques used in the assessment and management of credit risk. It is particularly relevant for professionals involved in derivatives and credit markets.
Martin Fridson · Fernando Vogel · 2015 · John Wiley & Sons
High Yield Bonds: Valuation and Strategy provides a comprehensive examination of the valuation techniques and strategic considerations involved in investing in high yield bonds. The authors, Martin Fridson and Fernando Vogel, explore credit analysis, market dynamics, and investment strategies tailored for traders, analysts, and investors in the fixed income space.
3rd Edition
Jon Gregory · 2015 · John Wiley & Sons
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital offers a comprehensive exploration of counterparty credit risk and its associated financial adjustments. This third edition provides practical insights into the latest regulatory frameworks and market practices, focusing on critical xVA terms such as CVA, DVA, and FVA.
Funding and Capital Valuation Adjustments: A Continuing Challenge for Global Financial Markets
Damiano Brigo et al. · 2013 · John Wiley & Sons
This comprehensive volume addresses the complexities of funding and capital valuation adjustments (xVA) in the context of credit derivatives. It serves as a critical resource for professionals navigating the challenges of valuation in global financial markets.
A Continuing Challenge for Global Financial Markets, 2nd Edition
Jon Gregory · 2012 · John Wiley & Sons
This book provides a comprehensive examination of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It addresses the evolution of counterparty risk management practices and the implications for financial institutions.
John Caouette et al. · 2011 · John Wiley & Sons
This comprehensive guide addresses the complexities of managing credit risk in global financial markets. It offers insights into risk assessment methodologies and the regulatory landscape, making it essential for finance professionals involved in risk management.
Jon Gregory · 2010 · John Wiley & Sons
This comprehensive volume addresses the intricacies of counterparty risk and credit valuation adjustment (CVA) within global financial markets. It delves into the methodologies and regulatory frameworks that shape risk management practices, particularly in derivatives trading.
Christian Bluhm · Ludger Overbeck · 2010 · Butterworth Heinemann
This comprehensive guide delves into the intricacies of basket and tranche securities, focusing on their structure, pricing, and risk management. It serves as a vital resource for practitioners involved in derivatives and credit markets, offering insights into the mechanics of these complex financial instruments.
Carmen M. Reinhart · Kenneth S. Rogoff · 2009 · Princeton University Press
This Time is Different: Eight Centuries of Financial Folly offers a comprehensive analysis of financial crises throughout history, examining the recurring patterns and behaviours that lead to economic turmoil. Authors Carmen M. Reinhart and Kenneth S. Rogoff provide a detailed exploration of credit cycles and the impact of policy decisions on market stability, making it essential reading for investors and policymakers alike.
Stephen McLeish · Robert Resenfeld · 2009 · Risk Books
Correlation in Credit Markets examines the intricate relationships between various credit derivatives and their underlying assets. This text is essential for practitioners seeking to understand the quantitative aspects of credit risk and the dynamics of correlation in credit markets.
Markit · 2008 · Jpmorgan
This manual provides a comprehensive overview of credit index derivatives, focusing on their pricing, trading strategies, and risk management techniques. It serves as a vital resource for practitioners involved in the credit derivatives market, offering insights into the complexities of these financial instruments.
Dominic O'Kane · 2008 · John Wiley & Sons
Institutional quant reference on single-name CDS, indices, tranches, and portfolio credit—written from a pre-crisis dealer desk vantage that still shapes how correlation and skew are discussed, even where post-2008 conventions and liquidity have moved on.
Edward I. Altman · Edith Hotchkiss · 2006 · John Wiley & Sons
Fallen Angels and Rising Stars provides a comprehensive analysis of credit rating changes and their impact on investment strategies. The authors, Edward I. Altman and Edith Hotchkiss, explore the dynamics of credit markets, focusing on how shifts in ratings can signal opportunities for investors and analysts alike.
Gopal Laryea · Giovanni Majnoni · 2006 · World Bank
This book provides an in-depth analysis of credit risk transfer mechanisms through securitization, exploring recent developments and their implications for financial markets. It serves as a resource for analysts and risk managers seeking to understand the complexities of securitization in the context of credit risk management.
David Lando · 2004 · Princeton University Press
Theoretical and applied credit risk.
Satyajit Choudhry · 2004 · Butterworth Heinemann
Synthetic CDOs: Theory and Practice offers an in-depth exploration of synthetic collateralised debt obligations, focusing on their theoretical foundations and practical applications within the derivatives and credit markets. This comprehensive text is essential for practitioners involved in structuring and trading these complex financial instruments.
Darrell Duffie · Mark Garleanu · 2003 · John Wiley & Sons
This comprehensive text delves into the pricing mechanisms of credit-default swaps (CDS), a pivotal instrument in modern financial markets. It offers quantitative methodologies tailored for practitioners, focusing on the intricacies of credit derivatives and their applications in risk management and trading strategies.
Janet M. Tavakoli · 2001 · John Wiley & Sons
This comprehensive guide explores the intricate world of credit derivatives, detailing the various instruments and their applications in financial markets. It serves as an essential resource for traders, analysts, and structurers seeking to deepen their understanding of credit risk management.
Michel Crouhy et al. · 2000 · John Wiley & Sons
This comprehensive volume on credit risk modeling provides an in-depth exploration of both theoretical frameworks and practical applications. It covers essential methodologies for assessing credit risk, making it a crucial resource for practitioners in risk management and quantitative analysis.