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Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit / Andrew Kasapis.

By: Material type: TextPublication details: Harlow, England ; New York : Financial Times/Prentice Hall, 2008.Edition: 2nd edDescription: xiv, 277 p. : ill. ; 24 cmISBN:
  • 0273714856
  • 9780273714859
Subject(s): LOC classification:
  • HG6024.A3 K376 2008
Contents:
Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Library Neapolis University Pafos NUP Main Collection HG6024.A3 K376 2008 (Browse shelf(Opens below)) 1 Available 3000323
Total holds: 0

First published in Great Britain in 1999.

Includes bibliographical references (p. 259-262) and index.

Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.

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