Coverart for item
The Resource Credit Derivatives : Instruments, Applications, and Pricing

Credit Derivatives : Instruments, Applications, and Pricing

Label
Credit Derivatives : Instruments, Applications, and Pricing
Title
Credit Derivatives
Title remainder
Instruments, Applications, and Pricing
Creator
Contributor
Subject
Genre
Language
eng
Summary
An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management
Member of
Cataloging source
MiAaPQ
LC call number
HG6024.A3C74 2004
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Frank J. Fabozzi Ser.
Series volume
v.133
Label
Credit Derivatives : Instruments, Applications, and Pricing
Link
http://ebookcentral.proquest.com/lib/multco/detail.action?docID=468601
Instantiates
Publication
Copyright
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Credit Derivatives: Instruments, Applications, and Pricing -- Contents -- PREFACE -- ABOUT THE AUTHORS -- CHAPTER 1 Introduction -- CHAPTER 2 Types of Credit Risk -- CHAPTER 3 Credit Default Swaps -- CHAPTER 4 Asset Swaps and the Credit Default Swap Basis -- CHAPTER 5 Total Return Swaps -- CHAPTER 6 Credit-Linked Notes -- CHAPTER 7 Synthetic Collateralized Debt Obligation Structures -- CHAPTER 8 Credit Risk Modeling: Structural Models -- CHAPTER 9 Credit Risk Modeling: Reduced Form Models -- CHAPTER 10 Pricing of Credit Default Swaps -- CHAPTER 11 Options and Forwards on Credit-Related Spread Products -- CHAPTER 12 Accounting for Credit Derivatives -- CHAPTER 13 Taxation of Credit Derivatives -- INDEX
Control code
EBC468601
Dimensions
unknown
Edition
1st ed.
Extent
1 online resource (353 pages)
Form of item
online
Isbn
9780471652380
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Sound
unknown sound
Specific material designation
remote
System control number
  • (MiAaPQ)EBC468601
  • (Au-PeEL)EBL468601
  • (CaPaEBR)ebr10114047
  • (CaONFJC)MIL36822
  • (OCoLC)54751084
Label
Credit Derivatives : Instruments, Applications, and Pricing
Link
http://ebookcentral.proquest.com/lib/multco/detail.action?docID=468601
Publication
Copyright
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Credit Derivatives: Instruments, Applications, and Pricing -- Contents -- PREFACE -- ABOUT THE AUTHORS -- CHAPTER 1 Introduction -- CHAPTER 2 Types of Credit Risk -- CHAPTER 3 Credit Default Swaps -- CHAPTER 4 Asset Swaps and the Credit Default Swap Basis -- CHAPTER 5 Total Return Swaps -- CHAPTER 6 Credit-Linked Notes -- CHAPTER 7 Synthetic Collateralized Debt Obligation Structures -- CHAPTER 8 Credit Risk Modeling: Structural Models -- CHAPTER 9 Credit Risk Modeling: Reduced Form Models -- CHAPTER 10 Pricing of Credit Default Swaps -- CHAPTER 11 Options and Forwards on Credit-Related Spread Products -- CHAPTER 12 Accounting for Credit Derivatives -- CHAPTER 13 Taxation of Credit Derivatives -- INDEX
Control code
EBC468601
Dimensions
unknown
Edition
1st ed.
Extent
1 online resource (353 pages)
Form of item
online
Isbn
9780471652380
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Sound
unknown sound
Specific material designation
remote
System control number
  • (MiAaPQ)EBC468601
  • (Au-PeEL)EBL468601
  • (CaPaEBR)ebr10114047
  • (CaONFJC)MIL36822
  • (OCoLC)54751084

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