Understanding credit derivatives and related instruments /

Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The cente...

Full description

Saved in:
Bibliographic Details
Main Author: Bomfim, Antúlio N.
Format: Electronic eBook
Language:English
Published: Amsterdam : Elsevier Academic Press, ©2005.
Series:Academic Press advanced finance series.
Subjects:
Online Access:CONNECT
CONNECT
Description
Summary:Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models. * Offers a broad overview of this growing field * Discusses all the main types of credit derivatives * Provides back-of-the-book summary of statistics and fixed-income mathematics.
Item Description:ScienceDirect eBook - Finance 1995 - 2006 (Elsevier and Woodhead)
O'Reilly Online Learning Platform: Academic Edition (SAML SSO Access)
Physical Description:1 online resource (xiv, 339 pages) : illustrations
Bibliography:Includes bibliographical references (pages 325-330) and index.
ISBN:0080481485
9780080481487
9780128004906
0128004908