Bruyère, Richard.

Credit derivatives and structured credit : a guide for investors / Richard Bruyère with Rama Cont ... [et al.] ; translated by Gabrielle Smart. - Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006. - xiii, 279 p. : ill ; 26 cm.



Credit risk and the emergence of credit derivatives -- Typology of credit derivatives and their main applications -- Second-generation credit derivatives -- Collateralized debt obligations -- The credit derivatives and structured credit products market -- Pricing models for credit derivatives -- The impact of the development in credit derivatives.



0470018798 (hbk.) 9780470018798 (hbk.) 9780470018

2005026944


Credit derivatives.

332.63/2

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