國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Credit default swapsmechanics and em...

Culp, Christopher L.

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Credit default swapsby Christopher L. Culp, Andria van der Merwe, Bettina J. Starkle.
其他題名:	mechanics and empirical evidence on benefits, costs, and inter-market relations /
作者:	Culp, Christopher L.
其他作者:	van der Merwe, Andria.
出版者:	Cham :Springer International Publishing :2018.
面頁冊數:	xxxvii, 331 p. :digital ;24 cm.
Contained By:	Springer eBooks
標題:	Swaps (Finance)
電子資源:	http://dx.doi.org/10.1007/978-3-319-93076-3
ISBN:	9783319930763$q(electronic bk.)

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /
Culp, Christopher L.

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /[electronic resource] :by Christopher L. Culp, Andria van der Merwe, Bettina J. Starkle. - Cham :Springer International Publishing :2018. - xxxvii, 331 p. :digital ;24 cm. - Palgrave studies in risk and insurance,2523-8221. - Palgrave studies in risk and insurance..

Part I: The CDS Market and Product Mechanics -- Chapter 1: Overview of CDS Products and Market Activity -- Chapter 2: Single-Name CDSs -- Chapter 3: Loan-Only CDSs -- Chapter 4: Multi-Name and Index CDSs -- Chapter 5: Asset-Backed CDSs -- Chapter 6: CDS Execution and Clearing Mechanisms -- Part II: Potential Benefits and Costs of CDSs -- Chapter 7: Potential Benefits of CDSs -- Chapter 8: Potential Costs of CDSs -- Part III: Empirical Evidence on the Benefits, Costs, and Inter-Market Relations of CDSs -- Chapter 9: The Informational Content of CDS Spreads -- Chapter 10: Implications of CDS Listings for Reference Entities and Creditors -- Chapter 11: Inter-Market Basis Relations -- Chapter 12: Inter-Connectedness and Systemic Risk -- Appendix 1: Research Methodology -- Appendix 2: Additional Tables.

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.

ISBN: 9783319930763$q(electronic bk.)

Standard No.: 10.1007/978-3-319-93076-3doiSubjects--Topical Terms:

211953
Swaps (Finance)

LC Class. No.: HG6024.A3 / C857 2018

Dewey Class. No.: 332.645

Credit default swapsmechanics and empirical evidence on benefits, costs, and inter-market relations /
LDR:02644nmm a2200301 a 4500 001 542872
003 DE-He213
005 20190124103450.0
006 m d
007 cr nn 008maaau
008 190411s2018 gw s 0 eng d
020 $a 9783319930763$q(electronic bk.)
020 $a 9783319930756$q(paper)
024 7 $a 10.1007/978-3-319-93076-3 $2 doi
035 $a 978-3-319-93076-3
040 $a GP $c GP
041 0 $a eng
050 4 $a HG6024.A3 $b C857 2018
082 0 4 $a 332.645 $2 23
090 $a HG6024.A3 $b C968 2018
100 1 $a Culp, Christopher L. $3 200253
245 1 0 $a Credit default swaps $h [electronic resource] : $b mechanics and empirical evidence on benefits, costs, and inter-market relations / $c by Christopher L. Culp, Andria van der Merwe, Bettina J. Starkle.
260 $a Cham : $b Springer International Publishing : $b Imprint: Palgrave Macmillan, $c 2018.
300 $a xxxvii, 331 p. : $b digital ; $c 24 cm.
490 1 $a Palgrave studies in risk and insurance, $x 2523-8221
505 0 $a Part I: The CDS Market and Product Mechanics -- Chapter 1: Overview of CDS Products and Market Activity -- Chapter 2: Single-Name CDSs -- Chapter 3: Loan-Only CDSs -- Chapter 4: Multi-Name and Index CDSs -- Chapter 5: Asset-Backed CDSs -- Chapter 6: CDS Execution and Clearing Mechanisms -- Part II: Potential Benefits and Costs of CDSs -- Chapter 7: Potential Benefits of CDSs -- Chapter 8: Potential Costs of CDSs -- Part III: Empirical Evidence on the Benefits, Costs, and Inter-Market Relations of CDSs -- Chapter 9: The Informational Content of CDS Spreads -- Chapter 10: Implications of CDS Listings for Reference Entities and Creditors -- Chapter 11: Inter-Market Basis Relations -- Chapter 12: Inter-Connectedness and Systemic Risk -- Appendix 1: Research Methodology -- Appendix 2: Additional Tables.
520 $a 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.
650 0 $a Swaps (Finance) $3 211953
650 0 $a Default (Finance) $3 267612
650 0 $a Credit derivatives. $3 174338
650 1 4 $a Finance. $3 183252
650 2 4 $a Risk Management. $3 297189
650 2 4 $a Investments and Securities. $3 739860
650 2 4 $a Insurance. $3 183906
700 1 $a van der Merwe, Andria. $3 820767
700 1 $a Starkle, Bettina J. $3 820768
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Palgrave studies in risk and insurance. $3 820769
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-93076-3
950 $a Economics and Finance (Springer-41170)