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Credit Derivatives and Structured Credit : A Guide for Investors / Richard Bruyere with Rama Cont ... [et al.] ; translated by Gabrielle Smart.

By: Contributor(s): Material type: TextTextLanguage: English Original language: French Publication details: Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006.Description: xiii, 279 p. : ill. ; 26 cmISBN:
  • 0470018798 (hbk.)
  • 9780470018798 (hbk.)
Subject(s): DDC classification:
  • 332.632 22 BRU
LOC classification:
  • HG6024.A3 B77813 2006
Online resources:
Contents:
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.
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Holdings
Item type Current library Collection Call number Vol info Status Date due Barcode Item holds
Book - Borrowing Book - Borrowing Central Library First floor Academic Bookshop 332.632 BRU (Browse shelf(Opens below)) 367 Available 000015567
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.

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