Meissner, Gunter, 1957-

Credit derivatives : application, pricing, and risk management / Gunter Meissner. - Malden, MA : Blackwell Pub., 2005. - xiii, 232 p. : ill ; 26 cm.

"An interactive book with pricing models and examples on the Internet.".



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.

1405126760 (hardback : alk. paper)

2004017623


Credit derivatives.

332.63/2