Credit derivatives : instruments, applications and pricing / Mark J.P. Anson [and others].

An essential guide to credit derivatives. Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit r...

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Bibliographic Details
Other Authors: Anson, Mark Jonathan Paul
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2004.
Series:Frank J. Fabozzi series.
Subjects:
Online Access:Click for online access

MARC

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260 |a Hoboken, N.J. :  |b Wiley,  |c ©2004. 
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490 1 |a Frank J. Fabozzi series 
504 |a Includes bibliographical references and index. 
520 |a An essential guide to credit derivatives. Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative p. 
505 0 |a Types of credit risk -- Credit default swaps -- Asset swaps and the credit default swap basis -- Total return swaps -- Credit-linked notes -- Synthetic collateralized debt obligation structures -- Credit risk modeling : structural models -- Credit risk modeling : reduced form models -- Pricing of credit default swaps -- Options and forwards on credit-related spread products -- Accounting for credit derivatives -- Taxation of credit derivatives. 
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650 0 |a Credit derivatives. 
650 7 |a BUSINESS & ECONOMICS  |x Investments & Securities  |x General.  |2 bisacsh 
650 7 |a Credit derivatives  |2 fast 
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830 0 |a Frank J. Fabozzi series. 
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