An introduction to credit derivatives /
In a relatively short time credit derivatives have grown to become one of the largest and most important segment of the financial markets, with deal volumes now in trillions of dollars. They have become an important tool for banks, financial institutions and corporates who desire greater flexibility...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Amsterdam ; Boston :
Elsevier,
[2004]
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Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Credit risk
- Credit derivative instruments : part I
- Credit derivative instruments : part II
- Credit derivatives : basic applications
- Credit derivatives pricing and valuation
- Credit default swap pricing
- The asset swap-credit default swap basis.