Credit Default Swaps

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149,79 

Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations, Palgrave Studies in Risk and Insurance

ISBN: 3319930753
ISBN 13: 9783319930756
Autor: Culp, Christopher L/van der Merwe, Andria/Stärkle, Bettina J
Verlag: Springer Verlag GmbH
Umfang: xxxvii, 331 S., 25 s/w Illustr., 2 farbige Illustr., 331 p. 27 illus., 2 illus. in color.
Erscheinungsdatum: 26.07.2018
Auflage: 1/2018
Produktform: Gebunden/Hardback
Einband: Gebunden

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.

Artikelnummer: 5089000 Kategorie:

Beschreibung

Autorenporträt

Christopher L. Culp, Ph.D., is a Research Fellow at the Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, an Adjunct Professor at both the Swiss Finance Institute and Universität Bern, a Senior Affiliate with Compass Lexecon, and Managing Director of Financial Economics Consulting, Inc. Andria van der Merwe, Ph.D., is a Senior Vice President at Compass Lexecon and a  Research Fellow at the Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise. Bettina Strkle, M.Sc., is an Economist with Compass Lexecon. 

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