語系:
繁體中文
English
日文
簡体中文
說明(常見問題)
登入
回首頁
到查詢結果
[ author_sort:"oricchio, gianluca, (1968-)" ]
切換:
標籤
|
MARC模式
|
ISBD
Credit treasury[electronic resource]...
~
Oricchio, Gianluca, (1968-)
Credit treasury[electronic resource] :a credit pricing guide in liquid and non-liquid markets /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
杜威分類號:
332.64/5
書名/作者:
Credit treasury : a credit pricing guide in liquid and non-liquid markets // Gianluca Oricchio.
作者:
Oricchio, Gianluca,
出版者:
Houndmills, Basingstoke, Hampshire ; : Palgrave Macmillan,, 2011.
面頁冊數:
1 online resource.
標題:
Credit derivatives.
標題:
Swaps (Finance)
標題:
Default (Finance)
標題:
Credit control.
標題:
Business.
標題:
BUSINESS & ECONOMICS - Investments & Securities
ISBN:
9780230307308 (electronic bk.)
ISBN:
0230307302 (electronic bk.)
書目註:
Includes bibliographical references (p. 359-364) and index.
內容註:
Introduction -- PART I:�PRICING IN LIQUID MARKETS -- Introduction -- The Merton Structural Default Model -- Nelson-Siegel: A Parametric Approach -- PART II:�PRICING IN NON LIQUID MARKETS -- Introduction -- Internal Rating�and Pricing Models -- PIT and TTC Rating Systems: Influence on the Insurance Pricing -- Incorporating Market View in Pricing Models -- Probability of Default -- Transition Matrix State -- Dependent Pricing Model -- Usage Given Default (Exposure at Default) -- Loss Given Default -- Analytics of Pricing Models -- Pricing of a Pre-Payment Option -- PART III:�HYBRID PRODUCTS -- Introduction -- Moody's Approach -- Standard�and Poor's Approach -- PART IV:�CONSISTENCY ANALYSIS BETWEEN EVA METRICS AND CREDIT PRICING -- Introduction -- Market Based Pricing vs EVA IRB Pricing Approach: A Consistent Framework.
摘要、提要註:
The recent financial crisis found its roots within the credit market and quickly broadened to all other asset classes. It rapidly became a crisis of the real economy and has caused a deep recession. We have learnt that healthy credit markets play a fundamental role in the efficient functioning of global financial markets. Proper credit risk evaluation and pricing are crucial elements for the stability of the economic system. At the same time, markets have become ever more complex, comprising not only the exchange of illiquid goods but also liquid and hybrid products. The management of credit portfolios has never been so tricky and yet so important. This book presents the state of the art with respect to credit risk evaluation and pricing within the contemporary global banking and financial industry and is based on the experience of one of the largest banks worldwide.
電子資源:
An electronic book accessible through the World Wide Web; click for information
Credit treasury[electronic resource] :a credit pricing guide in liquid and non-liquid markets /
Oricchio, Gianluca,1968-
Credit treasury
a credit pricing guide in liquid and non-liquid markets /[electronic resource] :Gianluca Oricchio. - Houndmills, Basingstoke, Hampshire ;Palgrave Macmillan,2011. - 1 online resource. - Finance and capital markets series. - Finance and capital markets..
Includes bibliographical references (p. 359-364) and index.
Introduction -- PART I:�PRICING IN LIQUID MARKETS -- Introduction -- The Merton Structural Default Model -- Nelson-Siegel: A Parametric Approach -- PART II:�PRICING IN NON LIQUID MARKETS -- Introduction -- Internal Rating�and Pricing Models -- PIT and TTC Rating Systems: Influence on the Insurance Pricing -- Incorporating Market View in Pricing Models -- Probability of Default -- Transition Matrix State -- Dependent Pricing Model -- Usage Given Default (Exposure at Default) -- Loss Given Default -- Analytics of Pricing Models -- Pricing of a Pre-Payment Option -- PART III:�HYBRID PRODUCTS -- Introduction -- Moody's Approach -- Standard�and Poor's Approach -- PART IV:�CONSISTENCY ANALYSIS BETWEEN EVA METRICS AND CREDIT PRICING -- Introduction -- Market Based Pricing vs EVA IRB Pricing Approach: A Consistent Framework.
The recent financial crisis found its roots within the credit market and quickly broadened to all other asset classes. It rapidly became a crisis of the real economy and has caused a deep recession. We have learnt that healthy credit markets play a fundamental role in the efficient functioning of global financial markets. Proper credit risk evaluation and pricing are crucial elements for the stability of the economic system. At the same time, markets have become ever more complex, comprising not only the exchange of illiquid goods but also liquid and hybrid products. The management of credit portfolios has never been so tricky and yet so important. This book presents the state of the art with respect to credit risk evaluation and pricing within the contemporary global banking and financial industry and is based on the experience of one of the largest banks worldwide.
ISBN: 9780230307308 (electronic bk.)
Standard No.: 9786613097279
Source: 474791Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:
342281
Credit derivatives.
Index Terms--Genre/Form:
336502
Electronic books.
LC Class. No.: HG6024.A3 / O75 2011
Dewey Class. No.: 332.64/5
Credit treasury[electronic resource] :a credit pricing guide in liquid and non-liquid markets /
LDR
:03651cam 2200457Ka 4500
001
387961
003
OCoLC
005
20130621114905.0
006
m o d
007
cr cn|||||||||
008
131001s2011 enk ob 001 0 eng d
019
$a
722915864
$a
728832088
020
$a
9780230307308 (electronic bk.)
020
$a
0230307302 (electronic bk.)
020
$z
9780230279667
020
$z
023027966X
024
8
$a
9786613097279
029
1
$a
AU@
$b
000047945762
035
$a
(OCoLC)714086276
$z
(OCoLC)722915864
$z
(OCoLC)728832088
035
$a
ocn714086276
037
$a
474791
$b
Palgrave Macmillan
$n
http://www.palgraveconnect.com
040
$a
UKPGM
$b
eng
$c
UKPGM
$d
EBLCP
$d
OCLCQ
$d
N$T
$d
YDXCP
$d
CDX
$d
E7B
$d
OCLCQ
049
$a
TEFA
050
4
$a
HG6024.A3
$b
O75 2011
072
7
$a
BUS
$x
036000
$2
bisacsh
082
0 4
$a
332.64/5
$2
22
100
1
$a
Oricchio, Gianluca,
$d
1968-
$3
524441
245
1 0
$a
Credit treasury
$h
[electronic resource] :
$b
a credit pricing guide in liquid and non-liquid markets /
$c
Gianluca Oricchio.
260
$a
Houndmills, Basingstoke, Hampshire ;
$a
New York :
$b
Palgrave Macmillan,
$c
2011.
300
$a
1 online resource.
490
1
$a
Finance and capital markets series
504
$a
Includes bibliographical references (p. 359-364) and index.
505
0
$a
Introduction -- PART I:�PRICING IN LIQUID MARKETS -- Introduction -- The Merton Structural Default Model -- Nelson-Siegel: A Parametric Approach -- PART II:�PRICING IN NON LIQUID MARKETS -- Introduction -- Internal Rating�and Pricing Models -- PIT and TTC Rating Systems: Influence on the Insurance Pricing -- Incorporating Market View in Pricing Models -- Probability of Default -- Transition Matrix State -- Dependent Pricing Model -- Usage Given Default (Exposure at Default) -- Loss Given Default -- Analytics of Pricing Models -- Pricing of a Pre-Payment Option -- PART III:�HYBRID PRODUCTS -- Introduction -- Moody's Approach -- Standard�and Poor's Approach -- PART IV:�CONSISTENCY ANALYSIS BETWEEN EVA METRICS AND CREDIT PRICING -- Introduction -- Market Based Pricing vs EVA IRB Pricing Approach: A Consistent Framework.
520
$a
The recent financial crisis found its roots within the credit market and quickly broadened to all other asset classes. It rapidly became a crisis of the real economy and has caused a deep recession. We have learnt that healthy credit markets play a fundamental role in the efficient functioning of global financial markets. Proper credit risk evaluation and pricing are crucial elements for the stability of the economic system. At the same time, markets have become ever more complex, comprising not only the exchange of illiquid goods but also liquid and hybrid products. The management of credit portfolios has never been so tricky and yet so important. This book presents the state of the art with respect to credit risk evaluation and pricing within the contemporary global banking and financial industry and is based on the experience of one of the largest banks worldwide.
588
$a
Description based on print version record.
650
0
$a
Credit derivatives.
$3
342281
650
0
$a
Swaps (Finance)
$3
367491
650
0
$a
Default (Finance)
$3
524442
650
0
$a
Credit control.
$3
342537
650
4
$a
Business.
$3
172074
650
7
$a
BUSINESS & ECONOMICS
$x
Investments & Securities
$x
General.
$2
bisacsh
$3
443153
655
4
$a
Electronic books.
$2
local
$3
336502
710
2
$a
Palgrave Connect (Online service)
$3
370384
776
0 8
$i
Print version:
$a
Oricchio, Gianluca, 1968-
$t
Credit treasury.
$d
Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2011
$z
9780230279667
$w
(DLC) 2010034188
$w
(OCoLC)646112077
830
0
$a
Finance and capital markets.
$3
372921
856
4 0
$3
Palgrave Connect
$u
http://www.palgraveconnect.com/doifinder/10.1057/9780230307308
$z
An electronic book accessible through the World Wide Web; click for information
938
$a
EBL - Ebook Library
$b
EBLB
$n
EBL686620
938
$a
YBP Library Services
$b
YANK
$n
5049235
938
$a
Coutts Information Services
$b
COUT
$n
17889069
$c
135.00 GBP
938
$a
ebrary
$b
EBRY
$n
ebr10466608
938
$a
EBSCOhost
$b
EBSC
$n
365783
994
$a
C0
$b
TEF
筆 0 讀者評論
多媒體
多媒體檔案
http://www.palgraveconnect.com/doifinder/10.1057/9780230307308
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入