02691nam 2200613 a 450 991045991200332120200520144314.03-8366-0842-1(CKB)2670000000068959(EBL)616688(OCoLC)700699869(SSID)ssj0000534054(PQKBManifestationID)12232351(PQKBTitleCode)TC0000534054(PQKBWorkID)10506418(PQKB)10725815(SSID)ssj0000788264(PQKBManifestationID)11957358(PQKBTitleCode)TC0000788264(PQKBWorkID)10822803(PQKB)22812248(MiAaPQ)EBC616688(WaSeSS)Innodata00048244(Au-PeEL)EBL616688(CaPaEBR)ebr10482746(EXLCZ)99267000000006895920110803d2008 uy 0engur|n|---|||||txtccrApplications of credit derivatives[electronic resource] opportunities and risks involved in credit derivatives /Harald SeemannHamburg Druck Diplomica20081 online resource (98 p.)DiplomarbeitDescription based upon print version of record.3-8366-5842-9 Includes bibliographical references.Applications of Credit Derivatives; Table of Contents; Illustration Index; Table Index; Abbreviation Index; 1. Current Issue; 2. Credit Risk Management - Foundations; 3. Applications of Credit Derivatives; 4. Pricing of Credit Derivatives; 5. Evaluation of Credit Derivatives; Bibliography; AppendicesHauptbeschreibungThis study begins with a general introduction to the credit derivatives market and gives arguments for the growth catalysts which have driven the development to the current state. The financial participants in this market are presented as well. A comparison between market risk and credit risk follows to show the clear transition that helped credit risk to become an asset class. After that, a link to the recent Basel II guidelines is established in order to show the policies that banks have to consider when trading with credit risk.Chapter 2 deals with the historDiplomarbeit.Credit derivativesElectronic books.Credit derivatives.332.63/2Seemann Harald977080MiAaPQMiAaPQMiAaPQBOOK9910459912003321Applications of credit derivatives2225833UNINA