Applications of credit derivatives [electronic resource] : opportunities and risks involved in credit derivatives / Harald Seemann.

Format:

Book

Author/Creator:

Seemann, Harald.

Series:

Diplomarbeit.

Diplomarbeit

Language:

English

Subjects (All):

Credit derivatives.

Physical Description:

1 online resource (98 p.)

Place of Publication:

Hamburg : Druck Diplomica, 2008.

Language Note:

English

Summary:

HauptbeschreibungThis 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 histor

Contents:

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

Notes:

Description based upon print version of record.

Includes bibliographical references.

ISBN:

3-8366-0842-1

OCLC:

700699869