Credit Derivatives and Credit Linked Notes

Das, Satyajit (EDT)

ISBN 10: 0471840319 / ISBN 13: 9780471840312

Published by John Wiley & Sons Inc, 2000

About this Item

Seller Inventory # FORT777164

Bibliographic Details

Title: Credit Derivatives and Credit Linked Notes

Publisher: John Wiley & Sons Inc

Publication Date: 2000

Binding: Hardcover

Condition: Very Good

Dust Jacket Condition: Very Good

Edition: 2nd Edition

About this title

Synopsis:

An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial. Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.

Review:

"It succeeds on every level from the practical to the mathematical, and has no equal at this time." -- FOW, September 2000