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Credit Derivatives: Application, Pricing, and Risk Management

ISBN: 978-1-4051-2676-2
Hardcover
248 pages
February 2005, Wiley-Blackwell
List Price: US $107.00
Government Price: US $68.48
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Credit Derivatives: Application, Pricing, and Risk Management (1405126760) cover image
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Introduction: The Basics of Credit Derivatives.

1. The Market for Credit Derivatives.

2. Credit Derivative Products.

3. Synthetic Structures.

4. Application of Credit Derivatives.

5. The Pricing of Credit Derivatives.

6. Risk Management with Credit Derivatives.

Appendix.

Glossary of Notation.

Glossary of Terms.

Index

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