An introduction to credit derivatives /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Elsevier,
2004.
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| Subjects: | |
| Online Access: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=117117 |
Table of Contents:
- Credit risk
- Credit derivative instruments : part I
- Credit derivative instruments : part II
- Credit derivatives : basic applications
- Credit derivatives pricing and valuation
- Credit default swap pricing
- The asset swap-credit default swap basis.