- Series: Wiley Finance
- Hardcover: 940 pages
- Publisher: Wiley; 2 edition (January 15, 2000)
- Language: English
- ISBN-10: 0471840319
- ISBN-13: 978-0471840312
- Product Dimensions: 6.5 x 2.3 x 9.2 inches
- Shipping Weight: 3.4 pounds
- Average Customer Review: 2.5 out of 5 stars See all reviews (5 customer reviews)
- Amazon Best Sellers Rank: #3,433,795 in Books (See Top 100 in Books)
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Credit Derivatives and Credit Linked Notes (Wiley Finance) 2nd Edition
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From the Publisher
Credit derivatives has emerged as an area of significant interest in global derivatives and risk management practice. These instruments promise to revolutionize the management of credit risk in banking and capital markets, furthering the enhancement of liquidity of and trading in counterparty credit risk. This book offers an excellent overview of this rapidly expanding market. --This text refers to an out of print or unavailable edition of this title.
From the Inside Flap
Credit Derivatives offers comprehensive coverage of this increasingly popular investment and risk management instrument. The book addresses topics such as the products and their applications; pricing and valuation issues; mathematical models; default estimation models; default rates; risks of rating revisions; documentation and legal issues; and accounting and taxation implications. The book includes:
- coverage of all major credit derivatives structures
- detailed explanations of structures
- examples of applications
- pricing approaches and models
- implications of credit derivatives for banking and credit management generally
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