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Credit derivatives : instruments, applications and pricing /
An essential guide to credit derivatives. Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit r...
| Call Number: | Libro Electrónico |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Hoboken, N.J. :
Wiley,
©2004.
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| Series: | Frank J. Fabozzi series.
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| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- Types of credit risk
- Credit default swaps
- Asset swaps and the credit default swap basis
- Total return swaps
- Credit-linked notes
- Synthetic collateralized debt obligation structures
- Credit risk modeling : structural models
- Credit risk modeling : reduced form models
- Pricing of credit default swaps
- Options and forwards on credit-related spread products
- Accounting for credit derivatives
- Taxation of credit derivatives.