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Ebook Credit Derivatives: Instruments, Applications, and Pricing - Part 1
In this book we provide a comprehensive examination of the credit derivatives market. As the title of the book indicates, we cover the practical applications of credit derivatives as well as the most current pricing models applied by asset managers and traders. We also discuss investment strategies that may be applied using these tools.
191 p dhktna 21/05/2023 10 0
Từ khóa: Credit Derivatives, Credit Risk, Credit Default Swaps, Asset Swaps, Credit Default Swap Basis, Total Return Swaps
Ebook Credit Derivatives: Instruments, Applications, and Pricing - Part 2
The next group of chapters provides the mechanics for the modeling and pricing of credit risk. These chapters are more quantitative in nature as is necessary to provide a thorough review of current credit pricing models. However, our goal is not to dazzle the reader with out knowledge of rigorous mathematics, but rather, to provide a comprehensive framework in which credit derivative contracts can be efficiently priced.
163 p dhktna 21/05/2023 8 0
Từ khóa: Credit Derivatives, Credit-Linked Notes, Synthetic Collateralized Debt Obligation Structures, Credit Risk Modeling, Credit Default Swaps, Credit-Related Spread Products
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