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Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results.

Divided into six sections, the book

•          Explores the rapidly developing area of credit derivative products, including iTraxx Futures, iTraxx Default Swaptions, and constant proportion debt obligations

•          Addresses the relationships between the DJ iTraxx credit default swap (CDS) index and the stock market as well as CDS spreads and macroeconomic factors

•          Investigates systematic and firm-specific default risk factors, compares CDS pricing results from the CreditGrades industry benchmark to a trinomial tree approach, and applies the Hull–White intensity-based model to the pricing of names from the CDX index

•          Analyzes aggregate default and recovery rates on corporate bond defaults over a twenty-year period, the responses of hazard rates to changes in a set of economic variables, low-default portfolios, and tests on the accuracy of the Basel II framework

•          Describes benchmark models of implied credit correlation risk, copula-based default dependence concepts, the fit of various copula models, and a common factor model of systematic credit risk

•          Studies the pricing of options on single-name CDSs, the pricing of credit derivatives, collateralized debt obligation (CDO) price data, the pricing of CDO tranches, applications of Gaussian and Student’s t copula functions, and the pricing of CDOs

Using mathematical models and methodologies, this volume provides the essential knowledge to properly manage credit risk and make sound financial decisions.

• Sales Rank: #3095075 in eBooks
• Published on: 2008-05-28
• Released on: 2008-05-28
• Format: Kindle eBook

Most helpful customer reviews

0 of 0 people found the following review helpful.
Exzellent Book on Credit Risk
By H.
This book is an excellent volume, which offers a rich collection on articles on credit risk. The methodology behind credit risk management is very sophisticated. Consequently, I really learned a lot about credit models and current issues like e.g. CDO and CDS pricing. All in all, I can absolutely recommend this book for all people who look for a good book on credit risk.

0 of 0 people found the following review helpful.
excellent book for people who know where to go without following the crowd
By Chris T.
This book is an edited volume, which offers a rich collection on articles on credit risk. As a user I do and did not expect that each of the contributed articles would be of perfect use to me. However, having the book sent to me and after screening the volume with its 26 contributed chapters, I was very positively surprised.

As a quant you will find many of the approaches very useful in the development of new model approaches and will be happy to rely on them and the given literature therein as helpful starting points. For example, we did some modelling in credit spreads and credit risk dependence and found the book very helpful in our own developments. Also, I did not see many critical results on the performance of CDS pricing models, while I found very interesting results in the book. The same applies to analyses of changes in default probabilities. Of course, we by now all know that CDO pricing has its obvious difficulties, but the book contains a series of excellent articles on the issue which can help us to understand why it is in fact a serious problem. In all, this is an excellent book for people who know where to go without following the crowd, but not a good one for people who look for a quick guide to standard industry solutions.

0 of 1 people found the following review helpful.
Uneven Treatment of Corporate Credit Derivatives
By Paul Thurston
This text is a compilation of independent articles compiled and edited by Niklas Wagner. It is common to find repeated material, misprints and other errors in this type of monograph; all of these issues arise in the work by Wagner.

More problematic to this reviewer is that it really isn't clear precisely to whom the text is targeted.

In Part I of the text, the first chapter is a rather elementary overview of the credit default swap contract, an explanation of the reference credit and reference asset, a listing of qualifying credit events, and a detailed explanation of the credit spread. Simplistic replication strategies for estimating the credit spread from the observable prices of traded securities are discussed. Clearly, this first chapter is aimed at the novice interested in learning the mechanics of credit derivatives.

However, in Chapter 2, we find a discussion of counterparty risk. The authors of that article consider this from the point-of-view of the Hull-White credit model, and the celebrated Merton Model. The extension of these models to incorporate default correlation is carefully considered, and the article assumes the reader is familiar with the standard credit models given a riskless counterparty. The extended models explored in this chapter are far too simplistic to offer any new insight to the expert, while being just complicated enough to make for tough (and possibly confusing) going for the novice.

At least the first two chapters seems to oriented to the quantitative analyst interested in credit derivatives. In Chapter 3, the text takes another twist and discusses portfolio risk management, along with discussions on CAPM and portfolio optimization. This material is introductory in nature, and appropriate for a budding credit portfolio manager.

Chapter 4 discusses applications of credit derivatives to the fine arts markets. Perhaps this chapter is directed at financial officers for major fine arts galleries? In case, this seems to be a major tangent from the core material, and applications to the fine arts market should be left to much later in the book, in the opinion of this reviewer.

This text is encyclopedic and disjointed, while the presentation lacks focus. Credit quants are more likely to find that the book by Bielecki & Rutkowski entitled Credit Risk: Modeling Valuation and Hedging provides more insight in the complicated financial mathematics related to these derivatives.

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This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work.

This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work.

As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.

• Published on: 2015-02-17
• Original language: English
• Number of items: 1
• Dimensions: 9.69" h x .47" w x 7.44" l, .90 pounds
• Binding: Paperback
• 224 pages

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• Sales Rank: #27524 in eBooks
• Published on: 2015-10-05
• Released on: 2015-10-05
• Format: Kindle eBook

About the Author
Nick Sparks is a professional dating coach who, at 32 years of age, has successfully helped thousands of men live the social and dating lives of their dreams, been featured on CNN and various other international news outlets, amassed millions of youtube views, and, most recently, has become a #1 Amazon bestselling author. When he’s not pondering the deepest questions of human connection, Nick can be found enjoying nature, cheering on his Michigan Wolverines, and enjoying new experiences in the company of his dearest friends.

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26 of 29 people found the following review helpful.
Actual Interaction that happened (I am only half way through this book)...
By Kin T.
I have not finished the book yet but I want to share an incident that happened to me half way through reading it...

I will use this story as a review because I think different people can draw different references/insights from a story.

On my way home from grabbing dinner, I saw a girl and decided to be social and started talking to her. We hit it off really well and was sharing about our views on various topics. I invited her back to my place to continue our conversation and she agreed. Once we got to my place (my roommate was there), we chatted for another 20 mins. During this 20 mins, we talked about things like governments, religions, sexuality, and kinks/fetishes.

The more that I got to know her, the more I became interested in her…she is my type of girl

After about 20 mins or so she needed to go so I offered to walk to her back (because I genuinely care for her safety). Our conversation continued as we went in her house. The interesting thing is that we have so many shared interests and views we can talk for hours. We chilled for a little bit more. I decided to head out her place around 1:00am. Normally I would tell a girl that I was interested in them from the get-go; but for some reason, I was enjoying her company and had the mindset that since I am someone worthy of getting girls….I will let my personality take care of the rest. So towards the end, as I was leaving, I felt something was off because even though we were enjoying each other’s company, nothing was happening. So I sensed that I was in the friend zone.

As we were parting ways at her front door, I followed my #1 rule set for myself [to be honest and express my expression of love to women that I am interested in] and spoke my mind & expressed my interest for her. Then we walked back into her house and she gave me that talk about she is on/off with her ex and that we can hang out as friends, blah blah blah (basically the 'lets be friends speech'). Even though I got the "friend's" speech, I was proud to be able to bring the interaction to a place where I will be rejected as a man.

I am in the beginning of my journey, but there were a couple of concepts that I applied from reading the book that I was proud of:
1. I started the conversation by saying the first thing that came into my mind...I actually didn't think about the actual approach. It was natural.
2. I chatted with a complete stranger and brought her back to my place in 20 mins.
3. I was being social and had a genuine connection with meeting someone in the street…even at night!
4. Walked into her house without any awkward hesitation, I was focusing on the conversation and getting to know her instead of having alternative motives.
5. Instead of thinking about 'what to say' and/or 'what to do next'...I focus on being in the moment and listening to her. In other words, I chose to be interested rather than interesting.

When reflecting back to the whole interaction....these are the lessons that I learned (I think this book will cover these topic). These lessons will be ingrained in my head since she was my ideal type of women and I do not want to make these mistakes again in the future:
1. I am going to still have to show her that I am attracted to her by making more physical contacts with her.
2. I am going to have to be 100% comfortable with my desire + express it wholeheartly because otherwise, I am disrespecting her repressing how I feel.
3. I need to simply "Go for it", don't think about it or let her think about it in the name of honesty and respect.

19 of 23 people found the following review helpful.
Nothing Short of Perfect
By J. C. Hudson
I'm biased - Nick is one of my close friends, and we've worked together for years. So I've also seen this book evolve and become what it is today, which - in my opinion - is nothing short of perfect.

Nick has a gift for teaching the "secret language" of attraction... the stuff that's going on under the surface. He's able to identify and explain how and why attraction happens, and the amazing thing is that it's RIGHT THERE in plain sight. You've seen it and quite possibly done it. You just can't repeat it when it matters most... until you read As You Are.

For example, his first chapter, on "Holding Space". It's a shockingly easy concept to grasp, but when I think back to all of the times that I apologetically approached women (and obviously got rejected), or even times that I've been in professional settings, and intimidated by those around me, I think... man, EVERYONE should know this. Again - it's right there in plain sight, but you don't think about it until Nick points it out to you. Then you fix it, and everyone responds to you better, and you're like "oh - I knew how to do that all along... so why haven't I been doing it?"

The counterpoint to all of this: if you're looking for lines or routines or tricks, you won't find them here. So there's a certain segment of guys who are probably going to buy this and say "yeah, but what do I say in this situation or that situation?"

And of course, that's not the point. Attraction happens below the surface of words. You already know this, and if you want to know how to master it, then you also know it's not what you say, it's how you say it. And that's exactly where this book deserves every star I'm giving it.

4 of 4 people found the following review helpful.
The Essential Book 99% Of The Dating Community Needs To Read
By Pat
There are certain people who you never forget about in your life, because there are no words to describe how they impacted you. They are the few who "bring you across the divide," from one world of experience to another.

One of these strange, uncommon people is Nick Sparks.

A disclaimer for those who read on: I am biased. I’ve worked with Nick, and I’ve seen not only how he’s helped others upgrade their lives but I’ve had the privilege of being apart of the community of likeminded men he’s created around the world (indeed, I got lunch with one of them today).

But more than any of that, I know on a personal level the quality of Nick’s teachings because of how he's transformed MY life. I was a guy who, despite years studying “pick up” and consuming thousands of dollars worth of dating advice, just couldn’t get it. I struggled with women, especially the ones I really liked, and felt fake and inauthentic.

So after a particularly terrible experience with a girl I decided it was time to really invest in myself and purchase Nick’s weekend bootcamp.

My life after it was never same.

To make a long story short, I went from having a mediocre dating life, where I struggled to make connections and keep girls interested, to dating multiple girls - honestly, without games or bulls*** - with the knowledge and freedom that wherever I ended up I could create the dating life I wanted.

And I did.

Fastforward four years from that fateful weekend and I’m married to the girl of my dreams and I have my own successful dating company. And I couldn’t have done any of it without what Nick showed me.

But enough about me. Because I have some good news and bad news.

The bad news is Nick is retired. And unfortunately, there is no replacement for live coaching, where you have someone cheerlead you on past your fears and insecurities, and correct your mistakes in real time.

But the good news is that all of that wisdom Nick distilled from his experiences, all that knowledge he dropped on us those weekends, is in this book.

And the better news is that unlike the $3000 I and many others happily paid for it all, you can get it here for a mere $8.

(Frankly, if you’re too “strapped for cash” to make this investment, good luck getting your dating life handled, because clearly your priorities aren’t in the right place)

Note for those of you who have consumed a lot of dating advice already: this book is not like other dating books. Trust me, as a dating coach I’ve read them all. While it’s immensely practical, it’s not filled with techniques. Nick’s material is disarmingly different from the rest of the dating world’s. Unlike most, he gets you out of your head and into the present moment by having you focus on the “big picture” essentials, and helps you not to sweat the small stuff (this is usually reversed, to the readers detriment). And rather than try and change you, like most “gurus," Nick shows you how to get the dating life you want without compromising on key elements of your personality. In other words: As You Are.

So buy it. It’s not only straightforward and refreshingly ungimmicky, it’s also well written and easy to read. I can vouch for this stuff changing my life. And it will change yours too, if you implement it.

Pat

[...]

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• Sales Rank: #2550493 in Books
• Published on: 2013-01-26
• Binding: Paperback

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This guide covers the full 114 miles of the George S. Mickelson Trail in the Black Hills of South Dakota, and those 8 towns through which the trail runs. It provides handy maps, photographs and complete descriptions of distinctive features along the way. It includes supply suggestions and necissities for walkers or bikers. It includes contact information for services and lodging suggestions. Trail history is personalized by area authors, as well as a trail hiker wrote a full chapter about his hike thru at ag 70. Whether you’re hiking, biking, x-country sking , snowmobiling, horseback riding, or car touring along the trail, this guide is the perfect resource for every traveler. It includes train, trail, and mining history, as well as flora, fauna, and geology information for the area to make your trip along the Mickelson Trail fun, interesting and educational.

• Sales Rank: #621546 in Books
• Published on: 2013-12-13
• Original language: English
• Number of items: 1
• Dimensions: 8.50" h x .46" w x 5.50" l, .53 pounds
• Binding: Paperback
• 200 pages

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2 of 2 people found the following review helpful.
Excellent guide book that also covers the history and nuance of the trail
By Jason Jackson
This book was recommended by a local bicycle shop here in The Black Hills. I recently received it and have been reading through it, learning quite a bit about the trail that I didn't know as a local. I can see this being an excellent guide, especially for people not familiar with the area but also for those locals like me.

1 of 1 people found the following review helpful.
Excellent guide book
By Paul Schernitzki
Excellent guide book. Would have liked a little more about lodging options for someone wanting to do the whole trail.

0 of 0 people found the following review helpful.
Great prep for the ride
By T H.
Very good guide, good prep for the ride which we did from Deadwood to Edgemont over 3 days/2 nights. We stayed at Carsten Cottages then the Super 8 in Custer. The trail map provided by the trail authority and available at each trailhead was also an excellent resource and I recommend you get that one as well and it is a better navigation map. One final comment is that the wx warnings are real, the tstorm we experienced between Hill City and Custer was ferocious, hail, close lightning strikes and 30 degree temperature drop, be prepared!

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"There is so much that is impressive in Wilner's mature poems. In an era which has been labelled 'The End of History,' she examines history's less obvious lessons. If the past is to teach us, she seems to say, then we must re-invent and re-shape it."—Poetry

• Sales Rank: #3355131 in Books
• Published on: 1990-01-17
• Original language: English
• Number of items: 1
• Dimensions: 8.56" h x .35" w x 5.61" l, .34 pounds
• Binding: Paperback
• 110 pages

From Publishers Weekly
In the title poem here, Sarah, not Abraham, is commanded by God to sacrifice their son. She refuses "in a soft voice, a speech / the canon does not record." She searches for Ishmael, telling Isaac, " 'You must know your brother / now, or you will see your own face looking back / the day you're at each other's throats.' " Modern political strife might have been avoided had women been in control, Wilner implies. Seeking meaningful relation of past to present, Wilner ( Shekhinah ) produces feminist reworkings of history (drawing from fairy tales, mythology and the Old Testament) as well as more intimate poems dedicated to friends and other poets. Too many poems tend toward abstraction, lacking a focused philosophy. Unlikely juxtapositions (such as Sleeping Beauty with Treblinka) are provocative but unsuccessfully resolved. A tendency toward romanticism and overstatement is well- contained in the historical pieces but mars the more personal works.
Copyright 1989 Reed Business Information, Inc.

Review
The American Sublime: Robert Penn Warren
The Anabasis Of Kore
As Far As It Goes, And Back
The Autumn Of The Poets
Beauty And The Beast
Classical Proportions Of The Heart
Coda, Overture
Colloquy With Medea
Conversation With A Japanese Student
Desert Parable
Gaijin Lament
Going The Rounds
The Green Connection
Having Eaten Of The Tree Of Knowledge
He Was The Whitest White Man I Had Ever Met
High Noon At Los Alamos
Homage To The River
Infection In The Ear
Into The Distance Where All Things Reverse And Touch
It's A Boy
It's Not Cold Here
The Last Man
Looking Back At Yeats
Midway The Journey Of This Life
Minor Epic
Nandin's Tail
'never Apologize For Poetry'
On The Place Of Theory In An Obsolete Poetics
Postscript
Reading The Bible Backwards
Sarah's Choice
Still Waters
Sunset On The Pembrokeshire Cliff Path
A Tale That's Best For Winter
There Are Such Mornings
Time Out Of Mind
The Towers Of Silence
Tucson Gardens
Two Pairs Of Eyes
-- Table of Poems from Poem Finder®

About the Author
Eleanor Wilner is the author of two books of poems, maya, winner of the 1979 Juniper Prize, and Shekhinah, published by the University of Chicago Press.

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• Sales Rank: #402875 in Books
• Brand: Brand: Vision Publications
• Published on: 1998-08
• Original language: English
• Number of items: 1
• Dimensions: .66" h x 5.55" w x 8.49" l,
• Binding: Paperback
• 169 pages

Features

• Used Book in Good Condition

Most helpful customer reviews

0 of 0 people found the following review helpful.
Five Stars
By Suzette Teel
GOOD BOOK

27 of 31 people found the following review helpful.
Guidelines for a beginner
By Esther Nebenzahl
From the perspective of someone who knew absolutely nothing about "Reiki," this book adequately serves as a means to get acquainted with the main particularities of this technique. As the author makes it clear, the correct and adequate application of the Reiki techniques should be done under the orientation of a Master, therefore implying that the reader should not rely exclusively on what is explained in the book (besides the fact that the necessary symbols have not been given). The structure of the book however, serves well as a teaching manual for those who are already familiar with Reiki and its applications.

9 of 9 people found the following review helpful.
Reiki, The Healing Touch, First and Second Degree Manual
By A Customer
This is a great Reiki book that explains the spiritual side of Reiki as well as the important everyday information needed to really practice it. It is clear from his writing that William is on an independent spiritual path that honors all religions and spiritual paths. He says that Reiki comes from God, but it is clear that he means this in a universal sense. I really enjoy his honest approach and the way he shares the most important information including the best info on the symbols I have found. The illustrations of the hand positions, his explaination of what Reiki is and how it heals and his encouragement to develop your Reiki skills is wonderful. I use this Reiki manual in all my classes and recommend it to everyone.

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[L252.Ebook] Download Thinking with Water, by Cecilia Chen, Janine MacLeod, Astrida Neimanis

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As a life-giving but also potentially destructive substance, water occupies a prominent place in the imagination. At the same time, water issues are among the most troubling ecological and social concerns of our time. Water is often studied only as a "resource," a quantifiable and instrumentalized substance. Thinking with Water instead invites readers to consider how water - with its potent symbolic power, its familiarity, and its unique physical and chemical properties - is a lively collaborator in our ways of knowing and acting. What emerges is both a rich opportunity to encourage more thoughtful environmental engagement and a challenge to common oppositions between nature and culture. Drawing from a pool of contributors with diverse backgrounds, Thinking with Water presents the work of critics, scholars, artists, and poets in an invitation to pay more attention to the aqueous aspects of our lives. Contributors include: Ælab (Gisèle Trudel, UQÀM and Stéphane Claude, Oboro), Stacy Alaimo (University of Texas at Arlington), Andrew Biro (Acadia University), Mielle Chandler (York University), Cecilia Chen (Concordia University), Dorothy Christian (University of British Columbia), Adam Dickinson (poet, Brock University), Max Haiven (Nova Scotia College of Art and Design), Janine MacLeod (York University), Daphne Marlatt (poet, British Columbia), Don McKay (poet, Newfoundland), Emily Rose Michaud (Artist, Wakefield, Qc.), Astrida Neimanis (Linköping University), Sarah Renshaw (artist, Rhode Island), Shirley Roburn (Concordia University), Melanie Siebert (poet, University of Victoria), Jennifer B. Spiegel (Concordia University), Veronica Strang (Durham, UK), Rae Staseson (Concordia University), Rita Wong (Emily Carr University of Art and Design), and Peter C. van Wyck (Concordia University).

• Sales Rank: #1810197 in Books
• Published on: 2013-10-10
• Original language: English
• Number of items: 1
• Dimensions: 9.40" h x 1.00" w x 7.40" l, 1.70 pounds
• Binding: Paperback
• 368 pages

Review
"This volume is varied and engaging on numerous levels, balancing well the different types of contributions of art, poetry, and scholarship. The diversity in the contributors’ backgrounds adds to the richness and distinctiveness of the volume as a whole...[and] suggests the importance of interdisciplinarity when approaching a subject as broad and fundamental as water." The Goose

"A richly interconnected, interdisciplinary account of how diverse human cultures have valued and devalued, and lived with and against, the bodies of water that surround, course through and sustain them." Green Letters

"A remarkable edited and interdisciplinary collection of strong stories, critical essays, art installations, and poetry that destabilize, defamiliarize, and seek to rechart dominant ways of thinking about water." Resilience

About the Author
Cecilia Chen is an architect and a doctoral candidate in communications at Concordia University. Janine MacLeod is a doctoral candidate in the Faculty of Environmental Studies at York University. Astrida Neimanis is a visiting scholar of the Posthuman

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[O680.Ebook] Download PDF Feminist Television Criticism: A Reader (Oxford Television Studies)From Oxford University Press

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This book is the first volume in a major new series, Oxford Television Studies and provides a comprehensive anthology on all the major issues relating to feminism and the production and reception of television. The feminist critical engagement with television has transformed the understanding of the medium. The initial focus on the domestic and explorations of the feminine has had to keep pace with an increasingly complex relationship between television programming, society, and women as producers and audience, contemporary theory, and the late twentieth-century society. Feminist Television Criticism explores that complexity. Most of the pieces selected deal with genres and topics that have been the dominant subjects of feminist television analysis-soaps mini-series, serials, sitcoms, housewives, "new women" heterosexual and lesbian romances, female audiences, and domesticity. Throughout, the focus is on feminist genres and how feminist critical understanding has developed in a historical perspective. Feminist Television Criticism will be an important teaching and study resource for all students and scholars working in the field of television studies, media studies, gender studies, and cultural studies.

• Sales Rank: #3204795 in Books
• Published on: 1997-07-17
• Ingredients: Example Ingredients
• Original language: English
• Number of items: 1
• Dimensions: 9.30" h x 1.00" w x 6.00" l,
• Binding: Hardcover
• 400 pages

Review

"Highly recommended for graduate studies and research in feminist, television, and cultural studies."--Choice

About the Author
Charlotte Brunsdon is Professor in the Department of Film and Television Studies at the University of Warwick. Julie Acci is Professor in the Department of Communication Arts at the University of Wisconsin-Madison. Lynn Spigel is Professor at the University of California at San Diego.

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0 of 0 people found the following review helpful.
Thorough, but dated
By Dana G. Williams
I used this text as a source for my Master's Thesis. Although I found it gave plenty of information regarding older sitcoms, it was limited by those of I Love Lucy, Roseanne, etc. It doesn't give very much basic information on feminist media theory, instead it takes a Stuart Hall cultural critique-esque approach to analyze the images of women in certain television shows. However, the number of texts that you can get from the authors' listings of sources is very rich. I intially purchased this book because of previous article readings I had done by Julie D'Acci. The text at whole is very long, but broken down into articles could be very helpful for media theory classrooms.

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