01229cam a2200241 a 4500001001700000003000900017005001700026008004100043020002100084020002400105040005700129050002500186100002100211245012000232250001200352260007300364300003400437500004600471504006400517505035900581650002400940650002300964CY-PaNEU10004373CY-PaNEU20200628125604.0101014s2008    enka     b    001 0 eng    a0273714856qpbk.  a9780273714859qpbk.  aDLCcDLCdYDXCPdBWKUKdBWKdUKMdBWXdDLCdCY-PaNEU10aHG6024.A3bK376 20081 aKasapis, Andrew.10aMastering credit derivatives :ba step-by-step guide to credit derivatives and structured credit /cAndrew Kasapis.  a2nd ed.  aHarlow, England ;aNew York :bFinancial Times/Prentice Hall,c2008.  axiv, 277 p. :bill. ;c24 cm.  aFirst published in Great Britain in 1999.  aIncludes bibliographical references (p. 259-262) and index.0 aIntroduction -- 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. 0aCredit derivatives. 0aCreditxManagement