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Book Cover
Book
Author Bruyère, Richard.

Title Credit derivatives / Richard Bruyère with Rama Cont ... and others
Published Hoboken, NJ : John Wiley & Sons, 2006

Copies

Location Call no. Vol. Availability
 MELB  332.632 Bru/Cde  AVAILABLE
Description 279 pages ; 25 cm
Contents Credit risk and the emergence of credit derivatives -- Typology of credit derivatives and their main applications -- Second-generation credit derivatives -- Collateralized debt obligations -- The credit derivatives and structured credit products market -- Pricing models for credit derivatives -- The impact of the development in credit derivatives
Bibliography Includes bibliographical references
Subject Credit derivatives.
Author Cont, Rama.
LC no. 2005026944
ISBN 0470018798