Credit derivatives and structured credit : a guide for investors
Richard Bruyère with Rama Cont ...
| Alternative title: | Les produits dérivés de crédit <engl.> |
|---|---|
| Year of publication: |
c 2006
|
| Authors: | Bruyère, Richard |
| Other Persons: | Cont, Rama (contributor) ; Copinot, Régis (contributor) ; Fery, Loi͏̈c (contributor) ; Jaeck, Christophe (contributor) ; Spitz, Thomas (contributor) |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory | Theorie | Theory | Strukturiertes Produkt | Structured product | Derivat <Wertpapier> | Strukturiertes Finanzprodukt |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XIII, 279 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes bibliographical references S. [255] - 257 Credit risk and the emergence of credit derivatives -- Typology of credit derivatives and their main applications -- Second-generation credit derivatives -- Collateralized debt obligations -- The credit derivatives and structured credit products market -- Pricing models for credit derivatives -- The impact of the development in credit derivatives |
| ISBN: | 0-470-01879-8 ; 978-0-470-01879-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003106500