Credit derivatives and structured credit : a guide for investors /

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit 6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bruyère, Richard
Otros Autores: Cont, Rama
Formato: Electrónico eBook
Idioma:Inglés
Francés
Publicado: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006.
Colección:Finance professional collection
Temas:
Credit derivatives.
Instruments dérivés de crédit.
BUSINESS & ECONOMICS > Investments & Securities > General.
Credit derivatives
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Credit risk and the emergence of credit derivatives
  • Typology of credit derivatives and their main applications
  • Second-generation credit derivatives
  • Collateralized debt obligations
  • The credit derivatives and structured credit products market
  • Pricing models for credit derivatives
  • The impact of the development in credit derivatives.

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