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005 | 20221101192948.0 | ||
008 | 050131s2005 ne a b 001 0 eng d | ||
010 | _a 2005270009 | ||
011 | _aChanged OCLC from 56912647 to 58436999 | ||
020 |
_a0121082652 _qhbk. |
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020 |
_a9780121082659 _qhbk. |
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035 | _a(ATU)b1096387x | ||
035 | _a(DLC) 2005270009 | ||
035 | _a(OCoLC)58436999 | ||
040 |
_aDLC _beng _erda _dATU |
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042 | _alccopycat | ||
050 | 0 | 0 |
_aHG6024.A3 _bB66 2005 |
082 | 0 | 4 |
_a332.6457 _222 |
100 | 1 |
_aBomfim, Antúlio N. _q(Antúlio Neves) _eauthor. _9504994 |
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245 | 1 | 0 |
_aUnderstanding credit derivatives and related instruments / _cAntulio N. Bomfim. |
264 | 1 |
_aAmsterdam : _bElsevier Academic Press, _c[2005] |
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264 | 4 | _c©2005 | |
300 |
_axiv, 339 pages : _billustrations ; _c24 cm. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_aunmediated _bn _2rdamedia |
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338 |
_avolume _bnc _2rdacarrier |
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490 | 1 | _aAcademic Press advanced finance series | |
504 | _aIncludes bibliographical references (pages 325-330) and index. | ||
505 | 0 | 0 |
_g1. _tCredit derivatives : a brief overview -- _g2. _tThe credit derivatives market -- _g3. _tMain uses of credit derivatives -- _g4. _tFloating-rate notes -- _g5. _tAsset swaps -- _g6. _tCredit default swaps -- _g7. _tTotal return swaps -- _g8. _tSpread and bond options -- _g9. _tBasket default swaps -- _g10. _tPortfolio default swaps -- _g11. _tPrincipal-protected structures -- _g12. _tCredit-linked notes -- _g13. _tRepackaging vehicles -- _g14. _tSynthetic CDOs -- _g15. _tValuing defaultable bonds -- _g16. _tThe credit curve -- _g17. _tMain credit modeling approaches -- _g18. _tValuing credit options -- _g19. _tThe basics of portfolio credit risk -- _g20. _tValuing basket default swaps -- _g21. _tValuing portfolio swaps and CDOs -- _g22. _tA quick tour of commercial models -- _g23. _tModeling counterparty credit risk -- _g24. _tAnatomy of a CDS transaction -- _g25. _tA primer on bank regulatory issues -- _gApp. A. _tBasic concepts from bond math -- _gApp. B. _tBasic concepts from statistics. |
588 | _aMachine converted from AACR2 source record. | ||
650 | 0 |
_aCredit derivatives _9328986 |
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830 | 0 |
_aAcademic Press advanced finance series. _91051066 |
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907 |
_a.b1096387x _b09-11-17 _c27-10-15 |
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942 | _cB | ||
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