Credit derivatives and structured credit : a guide for investors /

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit 6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Bruyère, Richard
Other Authors: Cont, Rama
Format: Electronic eBook
Language:Inglés
Francés
Published: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006.
Series:Finance professional collection
Subjects:
Credit derivatives.
Instruments dérivés de crédit.
BUSINESS & ECONOMICS > Investments & Securities > General.
Credit derivatives
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • Credit risk and the emergence of credit derivatives
  • Typology of credit derivatives and their main applications
  • Second-generation credit derivatives
  • Collateralized debt obligations
  • The credit derivatives and structured credit products market
  • Pricing models for credit derivatives
  • The impact of the development in credit derivatives.

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