Credit derivatives : a guide to instruments and applications
著者
書誌事項
Credit derivatives : a guide to instruments and applications
（Wiley series in financial engineering）
J. Wiley, c1998
- : hbk. : alk. paper
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注記
Bibliography: p. [247]-248
Includes index
内容説明・目次
内容説明
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.
目次
- 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.
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