The structured credit handbook:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Rajan, Arvind (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hoboken, NJ Wiley ©2007
Schriftenreihe:Wiley finance series
Schlagworte:
Online-Zugang:Volltext
Beschreibung:Title from e-book title screen (viewed Oct. 15, 2007)
Includes bibliographical references and indexes
A primer on credit default swaps -- Credit default swaptions -- Constant maturity credit default swaps -- Credit derivatives indexes -- The added dimensions of credit : a guide to relative value trading -- Single-tranche CDOs -- Trading credit tranches : taking default correlation out of the black box -- Understanding CDO-squareds -- CPPI : leveraging and deleveraging credit -- Collateralized loan obligations -- ABS CDOs -- CDO equity -- Commercial real estate CDOs
The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations (CDOs), collateralized loan obligations (CLOs), credit derivatives (such as credit default swaps and swaptions), and iBoxx indexes
Beschreibung:1 Online-Ressource (xxv, 470 pages)
ISBN:0470100087
9780470100080

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