Credit Derivatives and Structured Credit :

Bruyere, Richard.

Credit Derivatives and Structured Credit : A Guide for Investors / Richard Bruyere with Rama Cont ... [et al.] ; translated by Gabrielle Smart. - Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006. - xiii, 279 p. : ill. ; 26 cm.

Includes bibliographical references (p. [255]-261) and index.

Credit risk and the emergence of credit derivatives -- Typology of credit derivatives and their main applications -- Second-generation credit derivatives -- Collateralized debt obligations -- The credit derivatives and structured credit products market -- Pricing models for credit derivatives -- The impact of the development in credit derivatives.

0470018798 (hbk.) 9780470018798 (hbk.)

2005026944

GBA588252 bnb

013315578 Uk


Credit derivatives.

HG6024.A3 / B77813 2006

332.632 / BRU