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Credit derivativesinstruments, applications and pricing /
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
Credit derivatives/ Mark J.P. Anson [and others].
其他題名:
instruments, applications and pricing /
其他作者:
Anson, Mark Jonathan Paul.
出版者:
Hoboken, N.J. :Wiley,�004.
面頁冊數:
1 online resource (x, 341 pages) :illustrations.
標題:
Credit derivatives. -
電子資源:
Click here for online access to this book (查閱全文) (EBSCO eBook)
ISBN:
0471652385 (electronic bk.)
ISBN:
9780471652380 (electronic bk.)
ISBN:
047146600X
ISBN:
9780471466000
Credit derivativesinstruments, applications and pricing /
Credit derivatives
instruments, applications and pricing /[electronic resource] :Mark J.P. Anson [and others]. - Hoboken, N.J. :Wiley,�004. - 1 online resource (x, 341 pages) :illustrations. - Frank J. Fabozzi series. - Frank J. Fabozzi series..
Includes bibliographical references and index.
Types of credit risk -- Credit default swaps -- Asset swaps and the credit default swap basis -- Total return swaps -- Credit-linked notes -- Synthetic collateralized debt obligation structures -- Credit risk modeling : structural models -- Credit risk modeling : reduced form models -- Pricing of credit default swaps -- Options and forwards on credit-related spread products -- Accounting for credit derivatives -- Taxation of credit derivatives.
An essential guide to credit derivatives. Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative p.
ISBN: 0471652385 (electronic bk.)
OverDrive, Inc.http://www.overdrive.comSubjects--Topical Terms:
149647
Credit derivatives.
Subjects--Index Terms:
SamfundsvidenskabIndex Terms--Genre/Form:
172687
Electronic books.
LC Class. No.: HG6024.A3 / C74 2004eb
Dewey Class. No.: 332.632
Credit derivativesinstruments, applications and pricing /
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