Mastering credit derivatives
Subtitle: a step-by-step guide to credit derivatives and structured credit
By: Andrew Kasapis.
Edition: 2nd ed.
Publisher: Pearson Prentice Hall
Published: 2008
Place of publication: New York
Language: eng
ISBN-13: 9780273714859
Subjects: Credit derivatives; Credit -- Management
Notes: "First published in Great Britain in 1999."

Includes bibliographical references and index.
Table of contents: title: Introduction; title: Credit derivative instruments and applications; title: Pricing a CDS and the cash bond definition; title: Credit derivative documentation and regulations; title: Tranched indices; title: What is correlation?; title: First-to-default (FTD) baskets; title: Cash CDOs; title: Synthetic CDOs; title: Understanding tranche sensitivity; title: Innovation, the credit crisis and the future.