Mastering credit derivatives a step-by-step guide to credit derivatives and structured credit
Kasapis, Andrew
Mastering credit derivatives a step-by-step guide to credit derivatives and structured credit Andrew Kasapis. - 2nd ed. - New Delhi Pearson Education 2010 - xiv,277p.
First published in Great Britain in 1999.
Includes bibliographical references (p. 259-262) and index.
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.
9788131729304
2008041027
GBA790504 bnb
014276010 Uk
Credit derivatives.
Credit--Management.
HG6024.A3 / K376 2008
332.7 / KA-M
Mastering credit derivatives a step-by-step guide to credit derivatives and structured credit Andrew Kasapis. - 2nd ed. - New Delhi Pearson Education 2010 - xiv,277p.
First published in Great Britain in 1999.
Includes bibliographical references (p. 259-262) and index.
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.
9788131729304
2008041027
GBA790504 bnb
014276010 Uk
Credit derivatives.
Credit--Management.
HG6024.A3 / K376 2008
332.7 / KA-M