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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Bruyère, Richard
Autres auteurs: Cont, Rama
Format: Électronique eBook
Langue:Inglés
Francés
Publié: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2006.
Collection:Finance professional collection
Sujets:
Credit derivatives.
Instruments dérivés de crédit.
BUSINESS & ECONOMICS > Investments & Securities > General.
Credit derivatives
Accès en ligne:Texto completo (Requiere registro previo con correo institucional)
Table des matières:
  • 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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