Credit derivatives : a guide to instruments and applications
Author(s)
Bibliographic Information
Credit derivatives : a guide to instruments and applications
（Wiley series in financial engineering）
J. Wiley, c1998
- : hbk. : alk. paper
Available at / 10 libraries
-
No Libraries matched.
- Remove all filters.
Note
Bibliography: p. [247]-248
Includes index
Description and Table of Contents
Description
Credit derivatives have revolutionized the way banks and brokerage firms do business. This book explains the various instruments in the market, the economic value of these instruments and how to value and document these trades. Coverage includes: an overview of the topic; description of the instruments and applications such as credit swaps and options; shorting credits; pricing methods; new structured credit derivatives; the future of the global credit markets; CreditMetrics; tax arbitrage; and emerging market risk.
Table of Contents
- Credit Derivatives Market Overview
- Total Rate of Return Swaps Synthetic Financing
- Credit Default Swaps and Options
- Exotic Structures
- Sovereign Risk and Emerging Markets
- Credit-Linked Notes
- Selected Documentation, Regulatory, Booking, and Legal Issues
- Future of the Global Market
- Selected Bibliography
- Index.
by "Nielsen BookData"
