- Shopping Bag ( 0 items )
The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions.
Previous editions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format — all chapters have been written by the author, Satyajit Das.
Key areas of new and enhanced coverage include:
Order your copy of this comprehensive work today.
Credit Derivative Products
Structured Credit Products
3 Credit Linked Notes
Collateralised Debt Obligations
Credit Derivatives Pricing and Valuation
Credit Modelling/Credit Portfolio Management
Credit Derivative Applications
Credit Derivative Markets