Mastering credit derivatives :
Kasapis, Andrew.
Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit / Andrew Kasapis. - 2nd ed. - Harlow, England ; New Delhi : Dorling Kindersley India Pvt. Ltd;, 2010. - xiv, 277 p. : ill. ; 24 cm.
First published in Great Britain in 1999.
Includes bibliographical references (p. 259-262) and index.
Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.
9780273714859 (pbk.) 0273714856 (pbk.)
2008041027
GBA790504 bnb
014276010 Uk
Credit derivatives.
Credit--Management.
HG6024.A3 / K376 2008
332.632 KAS/Mas
Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit / Andrew Kasapis. - 2nd ed. - Harlow, England ; New Delhi : Dorling Kindersley India Pvt. Ltd;, 2010. - xiv, 277 p. : ill. ; 24 cm.
First published in Great Britain in 1999.
Includes bibliographical references (p. 259-262) and index.
Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.
9780273714859 (pbk.) 0273714856 (pbk.)
2008041027
GBA790504 bnb
014276010 Uk
Credit derivatives.
Credit--Management.
HG6024.A3 / K376 2008
332.632 KAS/Mas