Understanding Credit Derivatives and Related Instruments (Academic Press Advanced Finance Series)
By Antulio N. Bomfim

Publisher: Academic Press
Number Of Pages: 368
Publication Date: 2004-12-06
Sales Rank: 63801
ISBN / ASIN: 0121082652
EAN: 9780121082659
Binding: Hardcover
Manufacturer: Academic Press
Studio: Academic Press
Average Rating: 5
Total Reviews: 3

Book Description:

Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.

* Offers a broad overview of this growing field
* Discusses all the main types of credit derivatives
* Provides back-of-the-book summary of statistics and fixed-income mathematics


Download Description:

Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.

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