Credit Derivatives and Structured Credit : A Guide for Investors / Richard Bruyere with Rama Cont ... [et al.] ; translated by Gabrielle Smart.
Material type: TextLanguage: English Original language: French Publication details: Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006.Description: xiii, 279 p. : ill. ; 26 cmISBN:- 0470018798 (hbk.)
- 9780470018798 (hbk.)
- 332.632 22 BRU
- HG6024.A3 B77813 2006
Item type | Current library | Collection | Call number | Vol info | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|---|
Book - Borrowing | Central Library First floor | Academic Bookshop | 332.632 BRU (Browse shelf(Opens below)) | 367 | Available | 000015567 |
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.
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