---
product_id: 11649161
title: "Modelling Single-name and Multi-name Credit Derivatives"
brand: "dominic o'kane"
price: "838 zł"
currency: PLN
in_stock: true
reviews_count: 7
url: https://www.desertcart.pl/products/11649161-modelling-single-name-and-multi-name-credit-derivatives
store_origin: PL
region: Poland
---

# Modelling Single-name and Multi-name Credit Derivatives

**Brand:** dominic o'kane
**Price:** 838 zł
**Availability:** ✅ In Stock

## Quick Answers

- **What is this?** Modelling Single-name and Multi-name Credit Derivatives by dominic o'kane
- **How much does it cost?** 838 zł with free shipping
- **Is it available?** Yes, in stock and ready to ship
- **Where can I buy it?** [www.desertcart.pl](https://www.desertcart.pl/products/11649161-modelling-single-name-and-multi-name-credit-derivatives)

## Best For

- dominic o'kane enthusiasts

## Why This Product

- Trusted dominic o'kane brand quality
- Free international shipping included
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## Description

Modelling Single-name and Multi-name Credit Derivatives

## Images

![Modelling Single-name and Multi-name Credit Derivatives - Image 1](https://m.media-amazon.com/images/I/51r01IdJy3L.jpg)

## Customer Reviews

### ⭐⭐⭐⭐⭐ 







  
  
    Review of O'Kane's Modeling Credit Derivatives
  

*by T***N on Reviewed in the United States 🇺🇸 on June 7, 2010*

The author's(O'Kane) exposition of the subject matter is lucid and very well structured.There is a good balance between theory and the practical aspects in the subject matter.Usually, there is a divergence between theory and practice, but O'Kane addresses these divergences well i.e. MTM,risk management & hedging of CDS contracts (and its variations)O'Kane successully simplifies the complex into the simple with clear, concise language in a structured, logical manner without bombarding the reader with complicated mathematical proof/ambiguous logical arguments i.e. why a one-factor latent variable model is insufficient to model the correlation structure of an n-name portfolio etc..I believe the dilligent reader can eventually develop his/her own intuition and can understand the logic behind the structure of the equationsBefore graduating to the current literature of credit derivatives, this book provides a very strong foundation to build upon.Personally, I prefer O'Kane's pedagogical style/treatment of the subject matter (credit derivatives) over Hull/White's treatment in their classic "Options, Futures and Other Derivatives"This book has given me a better, clearer and more structured understanding of credit derivatives in general.Hopefully O'Kane can write a book along similar lines for the other asset classes ie interest rate/fx.

### ⭐⭐⭐⭐⭐ 







  
  
    The best all around book on credit derivatives so far
  

*by A***V on Reviewed in the United States 🇺🇸 on March 1, 2010*

The book strikes a perfect balance between theory and practice, and is the most comprehensive guide of the field written so far. Highly recommend to anyone who wants to get understanding of the credit products for trading or modeling.

### ⭐⭐⭐⭐ 







  
  
    Part 1 is very good
  

*by J***I on Reviewed in the United States 🇺🇸 on August 24, 2010*

Part I is very good.  All the materials are carefully selected and presented.  Part II seems a bit ad-hoc.

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*Product available on Desertcart Poland*
*Store origin: PL*
*Last updated: 2026-04-29*