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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: TextLanguage: 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
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
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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