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Mastering credit derivatives :

by Kasapis, Andrew.
Published by : Dorling Kindersley India Pvt. Ltd;, (Harlow, England ; | New Delhi :) Physical details: xiv, 277 p. : ill. ; 24 cm. ISBN:9780273714859 (pbk.); 0273714856 (pbk.). Year: 2010
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Item type Current location Call number Status Date due Barcode
Books Books Goa University Library
332.632 KAS/Mas (Browse shelf) Available 139371
Books Books Goa University Library
332.632 KAS/Mas (Browse shelf) Available 139372
Books Books Goa University Library
332.632 KAS/Mas (Browse shelf) Available 139373
Books Books Goa University Library
332.632 KAS/Mas (Browse shelf) Available 139374

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.

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