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.