Credit derivatives
Subtitle: techniques to manage credit risk for financial professionals
By: by Erik Banks, Morton Glantz, and Paul Siegel
Contributors: Glantz, Morton; Siegel, Paul
Series: [McGraw-Hill financial education series]
Publisher: McGraw-Hill
Published: 2007
Place of publication: New York
Language: eng
Number of pages: 357
ISBN-13: 9780071453141
Subjects: Credit derivatives; Risk management
Notes: Includes bibliographical references (p. 345-347) and index
Table of contents: title: Credit derivative products and applications; title: An introduction to credit derivatives; title: Fundamental credit derivative products; title: Structured and synthetic credit products; title: An overview of credit derivative applications; title: Quantitative tools; title: A primer on risk modeling; title: A basic credit default swap model; title: Modeling credit default risk; title: Portfolio management of default risk; title: Ancillary credit risk tools and techniques; title: Regulatory, control, and legal issues; title: Credit derivative documentation; title: Regulatory and control issues