| Description |
xii, 114 pages : illustrations ; 24 cm |
| Series |
Fixed income markets library |
|
Fixed income markets library.
|
| Contents |
1. Credit risk -- 2. Credit derivative instruments : part I -- 3. Credit derivative instruments : part II -- 4. Credit derivatives : basic applications -- 5. Credit derivatives pricing and valuation -- 6. Credit default swap pricing -- 7. The asset swap-credit default swap basis |
| Summary |
"This book is an accessible introduction to the various types of credit derivative instruments traded in the markets today. Products are described with the help of worked examples and Bloomberg screens."--BOOK JACKET |
| Notes |
Includes index |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Credit derivatives.
|
| LC no. |
2003056943 |
| ISBN |
0750662794 Fixed Income Markets Library |
|
075066262X alkaline paper |
|
