Credit derivatives
By: Richard Bruyère with Rama Cont ... et al.
Contributors: Cont, Rama.
Publisher: John Wiley & Sons
Published: 2006
Place of publication: Hoboken, NJ
Language: eng
Subjects: Credit derivatives.
Notes: Includes bibliographical references.
Table of contents: value: Credit risk and the emergence of credit derivatives; value: Typology of credit derivatives and their main applications; value: Second-generation credit derivatives; value: Collateralized debt obligations; value: The credit derivatives and structured credit products market; value: Pricing models for credit derivatives; value: The impact of the development in credit derivatives.