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Understanding credit derivatives and related instruments /

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 cente...

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Bibliographic Details
Main Authors: Bomfim, Antu lio N. Antu lio Neves
Corporate Authors: Elsevier Science & Technology
Published: Elsevier Academic Press,
Publisher Address: Amsterdam :
Publication Dates: 2005.
Literature type: eBook
Language: English
Series: Academic Press advanced finance series
Subjects:
Credit derivatives
BUSINESS & ECONOMICS > Finance
Electronic books
Online Access: http://www.sciencedirect.com/science/book/9780121082659
Summary: 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 mathem
Carrier Form: 1 online resource (xiv, 339 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 325-330) and index.
ISBN: 0080481485
9780080481487
9780128004906
0128004908
Index Number: HG6024
CLC: F830.9
Contents: 1 Credit Derivatives: A Brief Overview -- 2 The Credit Derivatives Market -- 3 Main Uses of Credit Derivatives -- 4 Floating-Rate Notes -- 5 Asset Swaps -- 6 Credit Default Swaps -- 7 Total Return Swaps -- 8 Spread and Bond Options -- 9 Basket Default Swaps -- 10 Portfolio Default Swaps -- 11 Principal-Protected Structures -- 12 Credit-Linked Notes -- 13 Repackaging Vehicles -- 14 Synthetic CDOs -- 15 Valuing Defaultable Bonds -- 16 The Credit Curve -- 17 Main Credit Modeling Approaches -- 18 Valuing of Credit Options -- 19 The Basics of Portfolio Credit Risk -- 20 Valuing Basket Default Swa

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