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Credit Derivatives

ISBN10: 0071453148 | ISBN13: 9780071453141

Credit Derivatives

Credit Derivatives, 1st Edition

ISBN10: 0071453148
ISBN13: 9780071453141
By Erik Banks, Morton Glantz and Paul Siegel

© 2007 Published September 19, 2006

Out of Stock
ISBN10: 0071453148 | ISBN13: 9780071453141

More information about this Print book can be found in the page section below.

$59.95
ISBN10: 0071453148 | ISBN13: 9780071453141

More information about this Print book can be found in the page section below.

Part I: Credit Derivative Products and Applications

1: An Introduction to Credit DDerivatives

2: Fundamental Credit Derivative Products

3: Structured and Synthetic Credit Products

4: An Overview of Credit Derivative Applications

Part II: Valuation Tools

5: A Primer on Risk Modeling

6: A Basic Credit Default Swap Model

7: Modeling Credit Default Risk

8: Portfolio Management of Default Risk

9: Ancillary Credit Risk Tools and Techniques

Part III: Regulatory, Control, and Legal Issues

10: Credit Drivative

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