Understanding credit derivatives and related instruments /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bomfim, Ant�ulio N. (Ant�ulio Neves)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam : Elsevier Academic Press, �2005.
Colección:Academic Press advanced finance series.
Temas:
Credit derivatives.
Instruments d�eriv�es de cr�edit.
BUSINESS & ECONOMICS > Finance.
Credit derivatives
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1 Credit Derivatives: A Brief Overview
  • 2 The Credit Derivatives Market
  • 3 Main Uses of Credit Derivatives
  • 4 Floating-Rate Notes
  • 5 Asset Swaps
  • 6 Credit Default Swaps
  • 7 Total Return Swaps
  • 8 Spread and Bond Options
  • 9 Basket Default Swaps
  • 10 Portfolio Default Swaps
  • 11 Principal-Protected Structures
  • 12 Credit-Linked Notes
  • 13 Repackaging Vehicles
  • 14 Synthetic CDOs
  • 15 Valuing Defaultable Bonds
  • 16 The Credit Curve
  • 17 Main Credit Modeling Approaches
  • 18 Valuing of Credit Options
  • 19 The Basics of Portfolio Credit Risk
  • 20 Valuing Basket Default Swaps
  • 21 Valuing Portfolio Swaps and CDOs
  • 22 A Quick Tour of Commercial Models
  • 23 Modeling Counterparty Credit Risk
  • 24 Anatomy of a CDS Transaction
  • 25 A Primer on Bank Regulatory Issues
  • Appendix A Basic Concepts from Bond Math
  • Appendix B Basic Concepts from Statistics.

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