Mastering credit derivatives a step-by-step guide to credit derivatives and structured credit Andrew Kasapis.

By:

Kasapis, Andrew

Material type: Text

TextPublication details: New Delhi Pearson Education 2010Edition: 2nd edDescription: xiv,277pISBN:

9788131729304

Subject(s):

DDC classification:

332.7 22 KA-M

LOC classification:

HG6024.A3 K376 2008

Online resources:

Table of contents only

Contents:

Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.

Item type:

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Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus Main Library	General Books	332.7 KA-M (Browse shelf(Opens below))	Available		114664

First published in Great Britain in 1999.

Includes bibliographical references (p. 259-262) and index.

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