Credit Derivatives
Credit Derivatives
Instruments, Applications, and Pricing
Fabozzi, Frank J.; Chen, Ren-Raw; Choudhry, Moorad; Anson, Mark J. P.
John Wiley and Sons Ltd
01/2004
342
Dura
Inglês
9780471466000
644
Descrição não disponível.
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 Derivatives. Chapter 13. Taxation of Credit Derivatives. Index.
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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 Derivatives. Chapter 13. Taxation of Credit Derivatives. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
