Mastering credit derivatives : | a step-by-step guide to credit derivatives and structured credit / | Andrew Kasapis.
Kasapis, Andrew.
Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit / Andrew Kasapis. - 2nd ed. - Harlow, England ; New York : Financial Times/Prentice Hall, 2008. - xiv, 277 p. : ill. ; 24 cm.
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.
0273714856 9780273714859
Credit derivatives.
Credit--Management
HG6024.A3 / K376 2008
Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit / Andrew Kasapis. - 2nd ed. - Harlow, England ; New York : Financial Times/Prentice Hall, 2008. - xiv, 277 p. : ill. ; 24 cm.
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.
0273714856 9780273714859
Credit derivatives.
Credit--Management
HG6024.A3 / K376 2008