ENGLISH

Understanding Credit Derivatives and Related Instruments

By Antulio N. Bomfim

Book information

Publisher
Academic Press
Year
2004
ISBN
9780121082659, 0121082652, 9781417577385
LCC
HG6024.A3 B66 2004
Open Library ID
OL22615377M
Language
english
Format
PDF
Filesize
3 MB (3151542 bytes)
Series
Academic Press Advanced Finance
Edition
First Edition
Pages
354\354
Topic
Economy
Time added
2011-01-26 19:25:26

Description

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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