Credit Derivatives Instruments, Applications and Pricing Methods
Bank Verlag WienSivumäärä: 184 sivuaAsu: Pehmeäkantinen kirjaPainos: SoftcoverJulkaisuvuosi: 2007, 27.03.2007 (lisätietoa)Kieli: Englanti This introductory text on credit derivatives will provide the reader with ideas and tools to understand and discuss different instruments, the market, applications and pricing approaches. The first part will focus on providing a framework around credit risk and the application of credit derivatives to managing credit risk. The second part will explain basic pricing concepts. ?Key concept boxes? throughout this part will highlight the main results. References will direct the reader to more detailed discussions of specific issues.