Extent: | vi, 357 p. graph. Darst. 24cm |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Lehrbuch ; Textbook |
Language: | English |
Notes: | Credit derivative products and applications -- An introduction to credit derivatives -- Fundamental credit derivative products -- Structured and synthetic credit products -- An overview of credit derivative applications -- Quantitative tools -- A primer on risk modeling -- A basic credit default swap model -- Modeling credit default risk -- Portfolio management of default risk -- Ancillary credit risk tools and techniques -- Regulatory, control, and legal issues -- Credit derivative documentation -- Regulatory and control issues. - Includes bibliographical references (p. 345-347) and index. - Formerly CIP |
ISBN: | 0-07-145314-8 ; 978-0-07-145314-1 |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013469396