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Biblioteca

MARC Lista (tabellare)
Applications of credit derivatives [[electronic resource] ] : opportunities and risks involved in credit derivatives / / Harald Seemann
Applications of credit derivatives [[electronic resource] ] : opportunities and risks involved in credit derivatives / / Harald Seemann
Autore Seemann Harald
Pubbl/distr/stampa Hamburg, : Druck Diplomica, 2008
Descrizione fisica 1 online resource (98 p.)
Disciplina 332.63/2
Collana Diplomarbeit
Soggetto topico Credit derivatives
Soggetto genere / forma Electronic books.
ISBN 3-8366-0842-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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; Appendices
Record Nr. UNINA-9910459912003321
Seemann Harald  
Hamburg, : Druck Diplomica, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Applications of credit derivatives [[electronic resource] ] : opportunities and risks involved in credit derivatives / / Harald Seemann
Applications of credit derivatives [[electronic resource] ] : opportunities and risks involved in credit derivatives / / Harald Seemann
Autore Seemann Harald
Pubbl/distr/stampa Hamburg, : Druck Diplomica, 2008
Descrizione fisica 1 online resource (98 p.)
Disciplina 332.63/2
Collana Diplomarbeit
Soggetto topico Credit derivatives
ISBN 3-8366-0842-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 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; Appendices
Record Nr. UNINA-9910785572703321
Seemann Harald  
Hamburg, : Druck Diplomica, 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The art of credit derivatives [[electronic resource] ] : demystifying the black swan / / João Garcia and Serge Goossens
The art of credit derivatives [[electronic resource] ] : demystifying the black swan / / João Garcia and Serge Goossens
Autore Garcia João
Edizione [1st edition]
Pubbl/distr/stampa Chichester, West Sussex, : Wiley, c2010
Descrizione fisica 1 online resource (266 p.)
Disciplina 332.63/2
Altri autori (Persone) GoossensSerge
Collana The Wiley Finance Series
Soggetto topico Credit derivatives
Portfolio management
Securities
ISBN 1-119-20662-6
1-283-37180-4
9786613371805
0-470-68719-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Art of Credit Derivatives: Demystifying the Black Swan; Contents; About the Authors; Acknowledgements; Preface; List of Tables; List of Figures; 1 Introduction; PART I MODELING FRAMEWORK; 2 Default Models; 2.1 Introduction; 2.2 Default; 2.3 Default Models; 3 Modeling Dependence with Copulas; 3.1 Introduction; 3.2 Copula; 3.3 Using Copulas in Practice and Factor Analysis; PART II SINGLE NAME CORPORATE CREDIT DERIVATIVES; 4 Credit Default Swaps; 4.1 Introduction; 4.2 Credit Default Swap: A Description; 4.3 Modeling CDSs; 4.4 Calibrating the Survival Probability; 4.5 2008 Auction Results
4.6 The Big Bang Protocol5 Pricing Credit Spread Options: A 2-factor HW-BK Algorithm; 5.1 Introduction; 5.2 The Credit Event Process; 5.3 Credit Spread Options; 5.4 Hull-White and Black-Karazinsky Models; 5.5 Results; 5.6 Conclusion; 6 Counterparty Risk and Credit Valuation Adjustment; 6.1 Introduction; 6.2 Valuation of the CVA; 6.3 Monte Carlo Simulation for CVA on CDS; 6.4 Semi-analytic Correlation Model; 6.5 Numerical Results; 6.6 CDS with Counterparty Risk; 6.7 Counterparty Risk Mitigation; 6.8 Conclusions; PART III MULTINAME CORPORATE CREDIT DERIVATIVES; 7 Collateralized Debt Obligations
7.1 Introduction7.2 A Brief Overview of CDOs; 7.3 Cash versus Synthetic CDOs; 7.4 Synthetic CDOs and Leverage; 7.5 Concentration, Correlation and Diversification; 8 Standardized Credit Indices; 8.1 Introduction; 8.2 Credit Default Swap Indices; 8.3 Standardization; 8.4 iTraxx, CDX and their Tranches; 8.5 Theoretical Fair Spread of Indices; 9 Pricing Synthetic CDO Tranches; 9.1 Introduction; 9.2 Generic 1-Factor Model; 9.3 Implied Compound and Base Correlation; 10 Historical Study of Lévy Base Correlation; 10.1 Introduction; 10.2 Historical Study; 10.3 Base Correlation; 10.4 Hedge Parameters
10.5 Conclusions11 Base Expected Loss and Base Correlation Smile; 11.1 Introduction; 11.2 Base Correlation and Expected Loss: Intuition; 11.3 Base Correlation and Interpolation; 11.4 Base Expected Loss; 11.5 Interpolation; 11.6 Numerical Results; 11.7 Conclusions; 12 Base Correlation Mapping; 12.1 Introduction; 12.2 Correlation Mapping for Bespoke Portfolios; 12.3 Numerical Results; 12.4 Final Comments; 13 Correlation from Collateral to Tranches; 13.1 Introduction; 13.2 Generic 1-Factor Model; 13.3 Monte Carlo Simulation and Importance Sampling; 13.4 Gaussian Copula Tranche Loss Correlations
13.5 Lévy Copula Tranche Loss Correlations13.6 Marshall-Olkin Copula Tranche Loss Correlations; 13.7 Conclusions; 14 Cash Flow CDOs; 14.1 Introduction; 14.2 The Waterfall of a Cash Flow CDO; 14.3 BET Methodology; 14.4 Results; 14.5 AIG and BET; 14.6 Conclusions; 15 Structured Credit Products: CPPI and CPDO; 15.1 Introduction; 15.2 Multivariate VG Modeling; 15.3 Swaptions on Credit Indices; 15.4 Model Calibration; 15.5 CPPI; 15.6 CPDO; 15.7 Conclusion; PART IV ASSET BACKED SECURITIES; 16 ABCDS and PAUG; 16.1 Introduction; 16.2 ABCDSs versus Corporate CDSs; 16.3 ABCDS Pay As You Go: PAUG
16.4 Conclusion
Record Nr. UNINA-9910139554103321
Garcia João  
Chichester, West Sussex, : Wiley, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The art of credit derivatives : demystifying the black swan / / Joao Garcia and Serge Goossens
The art of credit derivatives : demystifying the black swan / / Joao Garcia and Serge Goossens
Autore Garcia Joao
Edizione [1st edition]
Pubbl/distr/stampa Chichester, West Sussex, : Wiley, c2010
Descrizione fisica 1 online resource (266 p.)
Disciplina 332.63/2
Altri autori (Persone) GoossensSerge
Collana The Wiley Finance Series
Soggetto topico Credit derivatives
Portfolio management
Securities
ISBN 9786613371805
9781119206620
1119206626
9781283371803
1283371804
9780470687192
0470687193
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto The Art of Credit Derivatives: Demystifying the Black Swan; Contents; About the Authors; Acknowledgements; Preface; List of Tables; List of Figures; 1 Introduction; PART I MODELING FRAMEWORK; 2 Default Models; 2.1 Introduction; 2.2 Default; 2.3 Default Models; 3 Modeling Dependence with Copulas; 3.1 Introduction; 3.2 Copula; 3.3 Using Copulas in Practice and Factor Analysis; PART II SINGLE NAME CORPORATE CREDIT DERIVATIVES; 4 Credit Default Swaps; 4.1 Introduction; 4.2 Credit Default Swap: A Description; 4.3 Modeling CDSs; 4.4 Calibrating the Survival Probability; 4.5 2008 Auction Results
4.6 The Big Bang Protocol5 Pricing Credit Spread Options: A 2-factor HW-BK Algorithm; 5.1 Introduction; 5.2 The Credit Event Process; 5.3 Credit Spread Options; 5.4 Hull-White and Black-Karazinsky Models; 5.5 Results; 5.6 Conclusion; 6 Counterparty Risk and Credit Valuation Adjustment; 6.1 Introduction; 6.2 Valuation of the CVA; 6.3 Monte Carlo Simulation for CVA on CDS; 6.4 Semi-analytic Correlation Model; 6.5 Numerical Results; 6.6 CDS with Counterparty Risk; 6.7 Counterparty Risk Mitigation; 6.8 Conclusions; PART III MULTINAME CORPORATE CREDIT DERIVATIVES; 7 Collateralized Debt Obligations
7.1 Introduction7.2 A Brief Overview of CDOs; 7.3 Cash versus Synthetic CDOs; 7.4 Synthetic CDOs and Leverage; 7.5 Concentration, Correlation and Diversification; 8 Standardized Credit Indices; 8.1 Introduction; 8.2 Credit Default Swap Indices; 8.3 Standardization; 8.4 iTraxx, CDX and their Tranches; 8.5 Theoretical Fair Spread of Indices; 9 Pricing Synthetic CDO Tranches; 9.1 Introduction; 9.2 Generic 1-Factor Model; 9.3 Implied Compound and Base Correlation; 10 Historical Study of Lévy Base Correlation; 10.1 Introduction; 10.2 Historical Study; 10.3 Base Correlation; 10.4 Hedge Parameters
10.5 Conclusions11 Base Expected Loss and Base Correlation Smile; 11.1 Introduction; 11.2 Base Correlation and Expected Loss: Intuition; 11.3 Base Correlation and Interpolation; 11.4 Base Expected Loss; 11.5 Interpolation; 11.6 Numerical Results; 11.7 Conclusions; 12 Base Correlation Mapping; 12.1 Introduction; 12.2 Correlation Mapping for Bespoke Portfolios; 12.3 Numerical Results; 12.4 Final Comments; 13 Correlation from Collateral to Tranches; 13.1 Introduction; 13.2 Generic 1-Factor Model; 13.3 Monte Carlo Simulation and Importance Sampling; 13.4 Gaussian Copula Tranche Loss Correlations
13.5 Lévy Copula Tranche Loss Correlations13.6 Marshall-Olkin Copula Tranche Loss Correlations; 13.7 Conclusions; 14 Cash Flow CDOs; 14.1 Introduction; 14.2 The Waterfall of a Cash Flow CDO; 14.3 BET Methodology; 14.4 Results; 14.5 AIG and BET; 14.6 Conclusions; 15 Structured Credit Products: CPPI and CPDO; 15.1 Introduction; 15.2 Multivariate VG Modeling; 15.3 Swaptions on Credit Indices; 15.4 Model Calibration; 15.5 CPPI; 15.6 CPDO; 15.7 Conclusion; PART IV ASSET BACKED SECURITIES; 16 ABCDS and PAUG; 16.1 Introduction; 16.2 ABCDSs versus Corporate CDSs; 16.3 ABCDS Pay As You Go: PAUG
16.4 Conclusion
Record Nr. UNINA-9910827455103321
Garcia Joao  
Chichester, West Sussex, : Wiley, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
Autore Boberski David
Edizione [1st edition]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (223 p.)
Disciplina 332.63/2
332.632
332.6457
Collana Bloomberg Financial
Soggetto topico Credit derivatives
Swaps (Finance)
Default (Finance)
Risk management
Soggetto genere / forma Electronic books.
ISBN 1-119-20441-0
1-282-68349-7
9786612683497
0-470-88325-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study.
Record Nr. UNINA-9910139216503321
Boberski David  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
CDS delivery option : better pricing of credit default swaps / / David Boberski
CDS delivery option : better pricing of credit default swaps / / David Boberski
Autore Boberski David
Edizione [1st edition]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (223 p.)
Disciplina 332.63/2
332.632
332.6457
Collana Bloomberg Financial
Soggetto topico Credit derivatives
Swaps (Finance)
Default (Finance)
Risk management
ISBN 9786612683497
9781119204411
1119204410
9781282683495
1282683497
9780470883259
0470883251
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study.
Altri titoli varianti Better pricing of credit default swaps
Credit default swap delivery option
Record Nr. UNINA-9910877420003321
Boberski David  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / / Jon Gregory
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / / Jon Gregory
Autore Gregory Jon
Pubbl/distr/stampa West Sussex, England : , : John Wiley & Sons, Inc., , 2014
Descrizione fisica 1 online resource (329 p.)
Disciplina 332.632
Collana Wiley Finance Series
Soggetto topico Credit derivatives
Options (Finance) - Prices - Mathematical models
ISBN 1-118-89157-0
1-118-89156-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Title Page; Copyright Page; Contents; Acknowledgements; PART I: BACKGROUND; 1 Introduction; 1.1 The crisis; 1.2 The move towards central clearing; 1.3 What is a CCP?; 1.4 Initial margins; 1.5 Possible drawbacks; 1.6 Clearing in context; 2 Exchanges, OTC Derivatives, DPCs and SPVs; 2.1 Exchanges; 2.1.1 What is an exchange?; 2.1.2 The need for clearing; 2.1.3 Direct clearing; 2.1.4 Clearing rings; 2.1.5 Complete clearing; 2.2 OTC derivatives; 2.2.1 OTC vs. exchange-traded; 2.2.2 Market development; 2.2.3 OTC derivatives and clearing; 2.3 Counterparty risk mitigation in OTC markets
2.3.1 Systemic risk 2.3.2 Special purpose vehicles; 2.3.3 Derivatives product companies; 2.3.4 Monolines and CDPCs; 2.3.5 Lessons for central clearing; 2.3.6 Clearing in OTC derivatives markets; 2.4 Summary; 3 Basic Principles of Central Clearing; 3.1 What is clearing?; 3.2 Functions of a CCP; 3.2.1 Financial markets topology; 3.2.2 Novation; 3.2.3 Multilateral offset; 3.2.4 Margining; 3.2.5 Auctions; 3.2.6 Loss mutualisation; 3.3 Basic questions; 3.3.1 What can be cleared?; 3.3.2 Who can clear?; 3.3.3 How many OTC CCPs will there be?; 3.3.4 Utilities or profit-making organisations?
3.3.5 Can CCPs fail? 3.4 The impact of central clearing; 3.4.1 General points; 3.4.2 Comparing OTC and centrally cleared markets; 3.4.3 Advantages of CCPs; 3.4.4 Disadvantages of CCPs; 3.4.5 Impact of central clearing; 4 The Global Financial Crisis and the Clearing of OTC Derivatives; 4.1 The global financial crisis; 4.1.1 Build-up; 4.1.2 Impact of the GFC; 4.1.3 CCPs in the GFC; 4.1.4 LCH.Clearnet and Swap Clear; 4.1.5 Lehman and other CCPs; 4.1.6 Responses; 4.1.7 Objections; 4.2 Regulatory changes; 4.2.1 Basel III; 4.2.2 Dodd-Frank; 4.2.3 EMIR; 4.2.4 Differences between the US and Europe
4.2.5 Bilateral margin requirements 4.2.6 Exemptions; 4.3 Regulation of CCPS; 4.3.1 Problems with mandates; 4.3.2 Oversight; 4.3.3 CCPs and liquidity support; PART II: COUNTERPARTY RISK, NETTING AND MARGIN; 5 Netting; 5.1 Bilateral netting; 5.1.1 Origins of netting; 5.1.2 Payment netting and CLS; 5.1.3 Close out netting; 5.1.4 The ISDA Master Agreement; 5.1.5 The impact of netting; 5.1.6 Netting impact outside OTC derivatives markets; 5.2 Multilateral netting; 5.2.1 The classic bilateral problem; 5.2.2 Aim of multilateral netting; 5.2.3 Trade compression
5.2.4 Trade compression and standardisation 5.2.5 Central clearing; 5.2.6 Multilateral netting increasing exposure; 6 Margining; 6.1 Basics of margin; 6.1.1 Rationale; 6.1.2 Title transfer and security interest; 6.1.3 Simple example; 6.1.4 The margin period of risk; 6.1.5 Haircuts; 6.2 Margin and funding; 6.2.1 Funding costs; 6.2.2 Reuse and rehypothecation; 6.2.3 Segregation; 6.2.4 Margin transformation; 6.3 Margin in bilateral OTC derivatives markets; 6.3.1 The credit support annex (CSA); 6.3.2 Types of CSA; 6.3.3 Thresholds and initial margins; 6.3.4 Disputes; 6.3.5 Standard CSA
6.3.6 Margin practices in bilateral OTC markets
Record Nr. UNINA-9910141553003321
Gregory Jon  
West Sussex, England : , : John Wiley & Sons, Inc., , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / / Jon Gregory
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / / Jon Gregory
Autore Gregory Jon
Pubbl/distr/stampa West Sussex, England : , : John Wiley & Sons, Inc., , 2014
Descrizione fisica 1 online resource (329 p.)
Disciplina 332.632
Collana Wiley Finance Series
Soggetto topico Credit derivatives
Options (Finance) - Prices - Mathematical models
ISBN 1-118-89157-0
1-118-89156-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Title Page; Copyright Page; Contents; Acknowledgements; PART I: BACKGROUND; 1 Introduction; 1.1 The crisis; 1.2 The move towards central clearing; 1.3 What is a CCP?; 1.4 Initial margins; 1.5 Possible drawbacks; 1.6 Clearing in context; 2 Exchanges, OTC Derivatives, DPCs and SPVs; 2.1 Exchanges; 2.1.1 What is an exchange?; 2.1.2 The need for clearing; 2.1.3 Direct clearing; 2.1.4 Clearing rings; 2.1.5 Complete clearing; 2.2 OTC derivatives; 2.2.1 OTC vs. exchange-traded; 2.2.2 Market development; 2.2.3 OTC derivatives and clearing; 2.3 Counterparty risk mitigation in OTC markets
2.3.1 Systemic risk 2.3.2 Special purpose vehicles; 2.3.3 Derivatives product companies; 2.3.4 Monolines and CDPCs; 2.3.5 Lessons for central clearing; 2.3.6 Clearing in OTC derivatives markets; 2.4 Summary; 3 Basic Principles of Central Clearing; 3.1 What is clearing?; 3.2 Functions of a CCP; 3.2.1 Financial markets topology; 3.2.2 Novation; 3.2.3 Multilateral offset; 3.2.4 Margining; 3.2.5 Auctions; 3.2.6 Loss mutualisation; 3.3 Basic questions; 3.3.1 What can be cleared?; 3.3.2 Who can clear?; 3.3.3 How many OTC CCPs will there be?; 3.3.4 Utilities or profit-making organisations?
3.3.5 Can CCPs fail? 3.4 The impact of central clearing; 3.4.1 General points; 3.4.2 Comparing OTC and centrally cleared markets; 3.4.3 Advantages of CCPs; 3.4.4 Disadvantages of CCPs; 3.4.5 Impact of central clearing; 4 The Global Financial Crisis and the Clearing of OTC Derivatives; 4.1 The global financial crisis; 4.1.1 Build-up; 4.1.2 Impact of the GFC; 4.1.3 CCPs in the GFC; 4.1.4 LCH.Clearnet and Swap Clear; 4.1.5 Lehman and other CCPs; 4.1.6 Responses; 4.1.7 Objections; 4.2 Regulatory changes; 4.2.1 Basel III; 4.2.2 Dodd-Frank; 4.2.3 EMIR; 4.2.4 Differences between the US and Europe
4.2.5 Bilateral margin requirements 4.2.6 Exemptions; 4.3 Regulation of CCPS; 4.3.1 Problems with mandates; 4.3.2 Oversight; 4.3.3 CCPs and liquidity support; PART II: COUNTERPARTY RISK, NETTING AND MARGIN; 5 Netting; 5.1 Bilateral netting; 5.1.1 Origins of netting; 5.1.2 Payment netting and CLS; 5.1.3 Close out netting; 5.1.4 The ISDA Master Agreement; 5.1.5 The impact of netting; 5.1.6 Netting impact outside OTC derivatives markets; 5.2 Multilateral netting; 5.2.1 The classic bilateral problem; 5.2.2 Aim of multilateral netting; 5.2.3 Trade compression
5.2.4 Trade compression and standardisation 5.2.5 Central clearing; 5.2.6 Multilateral netting increasing exposure; 6 Margining; 6.1 Basics of margin; 6.1.1 Rationale; 6.1.2 Title transfer and security interest; 6.1.3 Simple example; 6.1.4 The margin period of risk; 6.1.5 Haircuts; 6.2 Margin and funding; 6.2.1 Funding costs; 6.2.2 Reuse and rehypothecation; 6.2.3 Segregation; 6.2.4 Margin transformation; 6.3 Margin in bilateral OTC derivatives markets; 6.3.1 The credit support annex (CSA); 6.3.2 Types of CSA; 6.3.3 Thresholds and initial margins; 6.3.4 Disputes; 6.3.5 Standard CSA
6.3.6 Margin practices in bilateral OTC markets
Record Nr. UNINA-9910808289203321
Gregory Jon  
West Sussex, England : , : John Wiley & Sons, Inc., , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Collateral management : a guide to mitigating counterparty risk / / Michael Simmons
Collateral management : a guide to mitigating counterparty risk / / Michael Simmons
Autore Simmons Michael
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, NJ : , : Wiley, , 2019
Descrizione fisica 1 online resource (753 pages)
Disciplina 332.632
Soggetto topico Credit derivatives
Collateralized debt obligations
Soggetto genere / forma Electronic books.
ISBN 1-119-37717-X
1-119-37710-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910467165203321
Simmons Michael  
Hoboken, NJ : , : Wiley, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Collateral management : a guide to mitigating counterparty risk / / Michael Simmons
Collateral management : a guide to mitigating counterparty risk / / Michael Simmons
Autore Simmons Michael
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, NJ : , : Wiley, , 2019
Descrizione fisica 1 online resource (753 pages)
Disciplina 332.632
Collana THEi Wiley ebooks
Soggetto topico Credit derivatives
Collateralized debt obligations
ISBN 1-119-37712-9
1-119-37717-X
1-119-37710-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910529611903321
Simmons Michael  
Hoboken, NJ : , : Wiley, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui