 Credit Derivatives: Application, Pricing, and Risk Management
ISBN: 978-1-4051-2676-2
Hardcover
248 pages
February 2005, Wiley-Blackwell
US $72.99
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Introduction: The Basics of Credit Derivatives.
1. The Market for Credit Derivatives.
2. Credit Derivative Products.
3. Synthetic Structures.
4. Application of Credit Derivatives.
5. The Pricing of Credit Derivatives.
6. Risk Management with Credit Derivatives.
Appendix.
Glossary of Notation.
Glossary of Terms.
Index
1. The Market for Credit Derivatives.
2. Credit Derivative Products.
3. Synthetic Structures.
4. Application of Credit Derivatives.
5. The Pricing of Credit Derivatives.
6. Risk Management with Credit Derivatives.
Appendix.
Glossary of Notation.
Glossary of Terms.
Index
