Credit Default Swaps: Mechanics And Empirical Evidence On Benefits, Costs, And Inter-market Relations

by Christopher L. Culp

2021-01-08 17:12:03

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 ... Read more

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.

Less

Book Details

File size8.27 X 5.83 X 0 in
Print pages331
PublisherPalgrave Macmillan
Publication date January 30, 2019
LanguageEnglish
ISBN9783030065805
CHRISTOPHER L. CULP, PhD, is an Adjunct Professor of Finance at the University of Chicago's Graduate School of Business, a Principal at CP Risk Management LLC and Chicago Partners LLC, and a Senior Fe...

Compare Prices

Store Availability Book Format Condition Price
Indigo Books & Music In Stock Buy CAD 198.95
Indigo Books & Music In Stock Paperback Paperback Buy CAD 141.95
Indigo Books & MusicIn Stock
Format
Condition
Buy CAD 198.95
Indigo Books & MusicIn Stock
Format
Paperback
Condition
Paperback
Buy CAD 141.95
Available Discount
No Discount available

Join us and get access to all
your favourite books

Sign up for free and start exploring thousands of eBooks today.

Sign up for free