Credit Derivatives and Credit Linked Notes (Frontiers in Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

Credit Derivatives and Credit Linked Notes (Frontiers in Finance) Book

Credit Derivatives and Credit Linked Notes is a complete reference work on credit derivatives and offers comprehensive information on credit derivative products, applications, pricing/ valuation approaches, documentation issues and accounting/ taxation aspects of such transactions. The book includes: Coverage of all major credit derivative structures including credit derivatives, credit linked notes, repackaging structures and portfolio securitisation· Examples of applications: Pricing approaches and models as well as credit portfolio management. Regulatory framework for credit derivatives: Documentation, accounting and taxation of credit derivative structures· Implications of credit derivatives for banking and credit management generallyRead More

from£N/A | RRP: £90.00
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  • 0471840319
  • 9780471840312
  • Satyajit Das
  • 24 November 2000
  • John Wiley & Sons
  • Hardcover (Book)
  • 940
  • 2nd Edition
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