TY  - BOOK
AU  - Kasapis,Andrew
TI  - Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit 
SN  - 9788131729304
AV  - HG6024.A3 K376 2008
U1  - 332.7 22
PY  - 2010///
CY  - New Delhi
PB  - Pearson Education
KW  - Credit derivatives
KW  - Credit
KW  - Management
N1  - 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
UR  - http://www.loc.gov/catdir/toc/ecip0828/2008041027.html
ER  -