
The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, asset swaps and related ‘real world’ issues such as
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The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives
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Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used
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Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already
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Property derivatives have the potential to revolutionize real estate – the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return. Property funds, insurance companies, pension and life funds,
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Accounting for Derivatives: Advanced Hedging under IFRS is a comprehensive practical guide to hedge accounting. This book is neither written by auditors afraid of providing opinions on strategies for which accounting rules are not clear, nor by accounting professors lacking practical experience.
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Exchange-Traded Derivatives provides an overview of the global listed futures and options markets, and how individual exchanges and products are adapting to a new operating environment – an environment characterized by rapid, almost continuous, change. This book serves as an ideal resource on the
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Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on
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Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications,
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The Chemistry of Heterocyclic Compounds, since its inception, has been recognized as a cornerstone of heterocyclic chemistry. Each volume attempts to discuss all aspects – properties, synthesis, reactions, physiological and industrial significance – of a specific ring system. To keep the series
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A continuation of the treatise describing the organic chemistry of pyridine derivates. Includes chapters on the synthetic and natural sources of the pyridine ring, the carbocyclic annelated pyridines, macrocyclic pyridines, and reviews of pyridine chemistry appearing from 1968 through 1982.
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The Chemistry of Heterocyclic Compounds, since its inception, has been recognized as a cornerstone of heterocyclic chemistry. Each volume attempts to discuss all aspects – properties, synthesis, reactions, physiological and industrial significance – of a specific ring system. To keep the series
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