Credit finance handbook structured wiley

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Wiley Finance. Arvind Rajan. The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations CDOs , collateralized loan obligations CLOs , credit derivatives such as credit default swaps and swaptions , and iBoxx indexes. Readers will also gain a firm understanding of the investment rationale, risks, and rewards associated with CDO investments through this valuable resource.

The Structured Credit Handbook provides the reader with a comprehensive and clear roadmap to today's new credit landscape.

The full spectrum of structured credit products, from single-name CDS to CDOs, is explained in a simple, clear fashion that is free from the financial jargon and mathematical complexity which characterize many other derivative texts.

August 19, History. An edition of Financial risk manager handbook This edition was published in by Wiley in Hoboken, N. Written in English. Financial risk manager handbook , Wiley. Libraries near you: WorldCat.

Financial risk manager handbook First published in Subjects Business , Finance , Nonfiction , Risk management , Financial risk management , Corporations , Corporations, finance. Classifications Library of Congress HD J67 Dewey Edition Notes Includes index.

Series Wiley finance series. Classifications Dewey Decimal Class J67 The book may be used in a semester-long course on structured credit as part of a business or finance curriculum.

Whether you are a market professional, a university student or faculty member, or simply a financially savvy layperson, look no further for an up-to-date and thorough introduction to this rapidly growing and exciting field.

Deitrick, Alexei Kroujiline, and Robert Mandery. Description Table of Contents Authors. The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments.

This book provides state-of-the-art primers on single tranche collateralized debt obligations CDOs , collateralized loan obligations CLOs , credit derivatives such as credit default swaps and swaptions , and iBoxx indexes.