Credit derivatives : application, pricing, and risk management /
Meissner, Gunter,1957-
Malden, MA ; Oxford : Blackwell Pub.,
2005.
"An interactive book with pricing models and examples on the Internet."
Includes bibliographical references and index.
The market for credit derivatives -- Credit derivatives products -- Synthetic structures -- Application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- Risk management with credit derivatives.
Credit derivatives.