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Business/Investing Understanding Credit Derivatives and Related Instruments

Posted on 2010-03-15




Name:Business/Investing Understanding Credit Derivatives and Related Instruments
ASIN/ISBN:0121082652
Language:English
File size:2.7 Mb
Publish Date: 2004-12-06
ISBN: 0121082652
Pages: 368 pages
File Type: PDF
File Size: 2,7 MB
Other Info: Academic Press
   Business/Investing Understanding Credit Derivatives and Related Instruments

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Antulio N. Bomfim “Understanding Credit Derivatives and Related Instruments"

Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.

* Offers a broad overview of this growing field

* Discusses all the main types of credit derivatives

* Provides back-of-the-book summary of statistics and fixed-income mathematics

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