Mastering credit derivatives : a step-by-step guide to credit derivatives and structured credit / Andrew Kasapis.

By: Material type: TextTextPublication details: Harlow, England ; New York : Financial Times/Prentice Hall, 2008.Edition: 2nd edDescription: xiv, 277 p. : ill. ; 24 cmISBN:
  • 9780273714859 (pbk.)
  • 0273714856 (pbk.)
Subject(s): DDC classification:
  • 332.7KAS 22
Contents:
Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.
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Item type Current library Collection Call number Copy number Status Barcode
Books Books KILIMANJARO Non-fiction 332.7KAS (Browse shelf(Opens below)) 1 Not For Loan 6066

First published in Great Britain in 1999.

Includes bibliographical references (p. 259-262) and index.

Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.

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