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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Elsevier, [2004]
Temas:
Acceso en línea:Texto completo
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.