Understanding credit derivatives and related instruments:
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Bibliographic Details
Main Author: Bomfim, Antúlio N., (Antúlio Neves) (Author)
Format: Electronic eBook
Language:English
Published: Amsterdam Elsevier Academic Press c2005
Series:Academic Press advanced finance series
Subjects:
Online Access:Volltext
Item Description:Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models. * Offers a broad overview of this growing field * Discusses all the main types of credit derivatives * Provides back-of-the-book summary of statistics and fixed-income mathematics
Includes bibliographical references (p. [325]-330) and index
Physical Description:1 Online-Ressource (xiv, 339 p.)
ISBN:9780121082659
0121082652
0080481485
9780080481487

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