Credit derivatives : application, pricing, and risk management /
By: Meissner, Gunter
Material type:
BookPublisher: Malden, MA : Blackwell Pub., 2005.Description: xiii, 232 p. : ill ; 26 cm.ISBN: 1405126760 (hardback : alk. paper)Subject(s): Credit derivativesDDC classification: 332.63/2 Online resources: Location Map
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| REGULAR | University of Wollongong in Dubai Main Collection | 332.63 ME CR (Browse shelf) | Available | T0024471 |
Total holds: 0
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| 332.63 FA BO Bond markets, analysis, and strategies / | 332.63 FA BO Bond markets, analysis, and strategies / | 332.63 GO DO The dollar meltdown : | 332.63 ME CR Credit derivatives : | 332.63 SA VA Value investing for dummies / | 332.632 AN CR Credit derivatives : | 332.632 BE IF IFRS 9 and CECL credit risk modelling and validation : |
"An interactive book with pricing models and examples on the Internet.".
Includes bibliographical references and index.
The market for credit derivatives -- Credit derivatives products -- Synthetic structures -- Application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- Risk management with credit derivatives.