000 02448cam a2200409 i 4500
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.
020 _a9780121082659
_qhbk.
035 _a(ATU)b1096387x
035 _a(DLC) 2005270009
035 _a(OCoLC)58436999
040 _aDLC
_beng
_erda
_dATU
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
245 1 0 _aUnderstanding credit derivatives and related instruments /
_cAntulio N. Bomfim.
264 1 _aAmsterdam :
_bElsevier Academic Press,
_c[2005]
264 4 _c©2005
300 _axiv, 339 pages :
_billustrations ;
_c24 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
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
830 0 _aAcademic Press advanced finance series.
_91051066
907 _a.b1096387x
_b09-11-17
_c27-10-15
942 _cB
945 _a332.6457 BOM
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