Credit derivatives and structured credit [electronic resource] : a guide for investors / Richard Bruy(grave)ere with Rama Cont ... [et al.] ; translated by Gabrielle Smart.
Language: English Original language: French c2006Description: 1 online resource (xiii, 279 p.) : illUniform titles:- Produits d(acute)eriv(acute)es de cr(acute)edit. English
eBooks
Description based on print version record.
Credit risk and the emergence of credit derivatives -- Typology of credit derivatives and their main applications -- Second-generation credit derivatives -- Collateralized debt obligations -- The credit derivatives and structured credit products market -- Pricing models for credit derivatives -- The impact of the development in credit derivatives.
Includes bibliographical references (p. [255]-259) and index.