Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit / Andrew Kasapis.
Material type:
TextPublication details: Harlow, England ; New Delhi : Dorling Kindersley India Pvt. Ltd;, 2010.Edition: 2nd edDescription: xiv, 277 p. : ill. ; 24 cmISBN: - 9780273714859 (pbk.)
- 0273714856 (pbk.)
- 332.632 KAS/Mas 22
- HG6024.A3 K376 2008
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| 332.632 IND/Sec Securities, markets and products | 332.632 KAS/Mas Mastering credit derivatives : | 332.632 KAS/Mas Mastering credit derivatives : | 332.632 KAS/Mas Mastering credit derivatives : | 332.632 KAS/Mas Mastering credit derivatives : | 332.632 KES/Cre Credit derivatives : An introduction | 332.632 KES/Cre Credit derivatives : An introduction |
First published in Great Britain in 1999.
Includes bibliographical references (p. 259-262) and index.
Introduction -- 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.
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