Credit derivatives and structured credit [electronic resource] : a guide for investors / Richard Bruy(grave)ere with Rama Cont ... [et al.] ; translated by Gabrielle Smart.

By: Contributor(s): 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
Subject(s): Genre/Form: Additional physical formats: Print version:: Credit derivatives and structured credit.Online resources:
Contents:
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.
Item type: eBooks
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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.

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