000			01667cam a2200361 a 4500
001			15459600
005			20160103020002.0
008			080922s2008 enka b 001 0 eng
010			_a 2008041027
015			_aGBA790504 _2bnb
016	7		_a014276010 _2Uk
020			_a9788131729304
035			_a(OCoLC)ocn256533905
035			_a(OCoLC)256533905
040			_aDLC _cDLC _dYDXCP _dBWKUK _dBWK _dUKM _dBWX _dDLC
050	0	0	_aHG6024.A3 _bK376 2008
082	0	0	_a332.7 _222 _bKA-M
100	1		_aKasapis, Andrew
245	1	0	_aMastering credit derivatives _ba step-by-step guide to credit derivatives and structured credit _cAndrew Kasapis.
250			_a2nd ed.
260			_aNew Delhi _bPearson Education _c2010
300			_axiv,277p.
500			_aFirst published in Great Britain in 1999.
504			_aIncludes bibliographical references (p. 259-262) and index.
505	0		_aIntroduction -- 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.
650		0	_aCredit derivatives.
650		0	_aCredit _xManagement.
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/toc/ecip0828/2008041027.html
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK _02
999			_c9445 _d9445