Understanding credit derivatives and related instruments /
Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The cente...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Amsterdam :
Elsevier Academic Press,
�2005.
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Colección: | Academic Press advanced finance series.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models. * Offers a broad overview of this growing field * Discusses all the main types of credit derivatives * Provides back-of-the-book summary of statistics and fixed-income mathematics. |
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Descripción Física: | 1 online resource (xiv, 339 pages) : illustrations |
Bibliografía: | Includes bibliographical references (pages 325-330) and index. |
ISBN: | 0080481485 9780080481487 9780128004906 0128004908 |