Credit Derivatives and Credit Linked Notes (Wiley Finance)

Credit Derivatives and Credit Linked Notes (Wiley Finance) by Satyajit Das epub pdf fb2

Title: Credit Derivatives and Credit Linked Notes (Wiley Finance)
Author: Satyajit Das
ISBN10: 0471840319
ISBN13: 978-0471840312
Publisher: Wiley; 2 edition (January 15, 2000)
Language: English
Subcategory: Marketing & Sales
Size PDF: 1354 kb
Size Fb2: 1544 kb
Rating: 4.0/5
Votes: 305
Pages: 940 pages
Other Format: doc txt docx lit

Credit Derivatives and Credit Linked Notes (Wiley Finance) by Satyajit Das


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An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial. Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.