| Description |
1 online resource |
| Contents |
1. Introduction -- 2. About credit risk -- 3. Modeling credit risk : structural approach -- 4. Modeling credit risk : alternative approaches -- 5. Credit default swaps -- 6. Collateralized debt obligations |
| Summary |
"Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds - and all financial professionals need to understand them. Credit Derivatives explains these tools simply, clearly, and rigorously: what they do, how they work, and how to use them."--Jacket |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Print version record |
| Subject |
Credit derivatives.
|
|
Risk.
|
|
Risk
|
|
Credit derivatives.
|
|
Risk.
|
|
Credit derivatives.
|
|
Risk.
|
| Form |
Electronic book
|
| Author |
Chacko, George
|
| ISBN |
0131467441 |
|
9780131467446 |
|
