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Credit Derivatives and Credit Linked Notes [With CDROM]

Credit Derivatives and Credit Linked Notes [With CDROM]

Satyajit Das
3.5/5 ( ratings)
An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product
Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial.
Satyajit Das is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.
Language
English
Pages
964
Format
Hardcover
Publisher
John Wiley & Sons
Release
January 28, 2000
ISBN
0471840319
ISBN 13
9780471840312

Credit Derivatives and Credit Linked Notes [With CDROM]

Satyajit Das
3.5/5 ( ratings)
An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product
Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial.
Satyajit Das is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.
Language
English
Pages
964
Format
Hardcover
Publisher
John Wiley & Sons
Release
January 28, 2000
ISBN
0471840319
ISBN 13
9780471840312

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