Credit derivatives and structured credit : a guide for investors /
By: Bruyère, Richard
Title By: Cont, Rama
Material type:
BookPublisher: Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006.Description: xiii, 279 p. : ill ; 26 cm.ISBN: 0470018798 (hbk.); 9780470018798 (hbk.); 9780470018Program: MAFBSubject(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 BR CR (Browse shelf) | Available | T0029574 |
Total holds: 0
Includes bibliographical references (p. [255]-261) and index.
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.
MAFB