Extent: | 1 Online-Ressource (353 p.) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Includes bibliographical references and index Credit Derivatives: Instruments, Applications, and Pricing; Contents; 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 DerivativesCHAPTER 13 Taxation of Credit Derivatives; INDEX |
ISBN: | 978-0-471-65238-0 ; 978-0-471-46600-0 |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012689126