![]() Credit Derivatives
ISBN: 978-1-883249-61-8
Hardcover
223 pages
September 1999
US $116.95
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About the Author.
1. Why Credit Risk Is Important.
2. Credit Options.
3. Credit Swaps.
4. Credit Forwards, Credit Linked Notes, and Other Credit Derivative Structure.
5. Pricing Models for Credit Options.
6. Credit Risk Management.
7. Documentation and Regulation of Credit Derivatives.
8. Accounting and Tax Implications of Credit Derivatives.
Index.
1. Why Credit Risk Is Important.
2. Credit Options.
3. Credit Swaps.
4. Credit Forwards, Credit Linked Notes, and Other Credit Derivative Structure.
5. Pricing Models for Credit Options.
6. Credit Risk Management.
7. Documentation and Regulation of Credit Derivatives.
8. Accounting and Tax Implications of Credit Derivatives.
Index.


