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Credit Derivatives and Credit Linked Notes

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Credit Derivatives and Credit Linked Notes - Das, Satyajit
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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 ...

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Credit Derivatives and Credit Linked Notes 2000, Wiley, Singapore

ISBN-13: 9780471840312

2nd edition

Unknown binding