Credit & Market Risk Arbitrage Sameer Jain

ISBN: 9781411621053

Published:

Paperback

296 pages


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Credit & Market Risk Arbitrage  by  Sameer Jain

Credit & Market Risk Arbitrage by Sameer Jain
| Paperback | PDF, EPUB, FB2, DjVu, AUDIO, mp3, RTF | 296 pages | ISBN: 9781411621053 | 9.41 Mb

Credit & Market Risk Arbitrage draws from academic research and practitioner insight to provide a framework within which to understand the interplay of credit and market risk. It qualifies and quantifies both these risks and explains theirMoreCredit & Market Risk Arbitrage draws from academic research and practitioner insight to provide a framework within which to understand the interplay of credit and market risk.

It qualifies and quantifies both these risks and explains their relationship in simple to understand terms - without compromising on rigor. This book provides a theoretical, practical and empirical basis to analyze the relationships between credit spreads, credit default swaps, implied equity volatility and leverage. This approach can be used to arbitrage mispricing that often arises between the different layers of a companys capital structure.

To bridge the gap between theory and practice it also presents empirical evidence of key capital structure relationships.



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