Credit derivatives : instruments, applications and pricing / Mark J.P. Anson [and others].
Material type:
TextSeries: Frank J. Fabozzi seriesPublisher: Hoboken, N.J. : Wiley, [2004]Copyright date: ©2004Description: x, 341 pages : illustrations ; 24 cmContent type: - text
- unmediated
- volume
- 047146600X
- 9780471466000
- 332.6457 23
- HG6024.A3 C74 2004
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
| Book | City Campus City Campus Main Collection | 332.6457 CRE (Browse shelf(Opens below)) | 1 | Available | A259478B |
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| 332.6457 CHA Analysis of derivatives for the CFA program / | 332.6457 CHA Essays in derivatives : risk-transfer tools and topics made easy / | 332.6457 CHA An introduction to derivatives and risk management / | 332.6457 CRE Credit derivatives : instruments, applications and pricing / | 332.6457 CUL Risk transfer : derivatives in theory and practice / | 332.6457 CUT Investments / | 332.6457 JAC Global derivative debacles : from theory to malpractice / |
Includes bibliographical references and index.
Ch. 1. Introduction -- Ch. 2. Types of Credit Risk -- Ch. 3. Credit Default Swaps -- Ch. 4. Asset Swaps and the Credit Default Swap Basis -- Ch. 5. Total Return Swaps -- Ch. 6. Credit-Linked Notes -- Ch. 7. Synthetic Collateralized Debt Obligation Structures -- Ch. 8. Credit Risk Modeling: Structural Models -- Ch. 9. Credit Risk Modeling: Reduced Form Models -- Ch. 10. Pricing of Credit Default Swaps -- Ch. 11. Options and Forwards on Credit-Related Spread Products -- Ch. 12. Accounting for Credit Derivatives -- Ch. 13. Taxation of Credit Derivatives.
"Credit derivatives are the newest entrant to the world of derivatives - and they have quickly become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives: Instruments, Applications, and Pricing provides an in-depth explanation of this risk management took, which has been increasingly used to manage credit risk in banking and capital markets." "Using Bloomberg screens, illustrative examples, basic investment theory, and mathematics, Credit Derivatives covers the real-world practice and applications of credit derivatives products."--BOOK JACKET.
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