Credit derivatives : application, pricing, and risk management /
| Основен автор: | Meissner, Gunter, 1957- |
|---|---|
| Формат: | Книга |
| Език: | English |
| Публикувано: |
Malden, MA :
Blackwell Pub.,
2005.
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| Предмети: | |
| Онлайн достъп: |
Table of contents http://library.aubg.bg/LibOnline/RM/bookjackets/CreditDerivatives.jpg |
Съдържание:
- The market for credit derivatives
- Credit derivatives products
- Synthetic structures
- Application of credit derivatives
- The pricing of credit derivatives : simple approaches, structural models, reduced form models
- Risk management with credit derivatives.