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Credit Derivatives: Instruments, Applications, and Pricing

Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; Chen, Ren-Raw

Editore: Wiley, 2004
ISBN 10: 047146600X / ISBN 13: 9780471466000
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Titolo: Credit Derivatives: Instruments, ...

Casa editrice: Wiley

Data di pubblicazione: 2004

Condizione libro: New

Descrizione:

Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Preface. About the Authors. Chapter 1. Introduction. Chapter 2. Types of Credit Risk. Chapter 3. Credit Default Swaps. Chapter 4. Asset Swaps and the Credit Default Swap Basis. Chapter 5. Total Return Swaps. Chapter 6. Credit-Linked Notes. Chapter 7. Synthetic Collateralized Debt Obligation Structures. Chapter 8. Credit Risk Modeling: Structural Models. Chapter 9. Credit Risk Modeling: Reduced Form Models. Chapter 10. Pricing of Credit Default Swaps. Chapter 11. Options and Forwards on Credit-Related Spread Products. Chapter 12. Accounting for Credit Derivatives. Chapter 13. Taxation of Credit Derivatives. Index. Codice inventario libreria ABE_book_new_047146600X

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Indirizzo: Lewiston, NY, U.S.A.

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