TY  - BOOK
AU  - Kasapis,Andrew
TI  - Mastering credit derivatives: a step-by-step guide to credit derivatives and structured credit 
SN  - 9780273714859 (pbk.)
U1  - 332.7KAS 22
PY  - 2008///
CY  - Harlow, England, New York
PB  - Financial Times/Prentice Hall
KW  - Credit derivatives
KW  - Credit
KW  - Management
N1  - 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
ER  -