Cover Image

Credit derivatives /

Bibliographic Details
Main Author: Anson, Mark Jonathan Paul
Format: Book
Language:English
Published: New Hope, Pa. : Frank J. Fabozzi Associates, 1999.
Subjects:
Credit derivatives.
Credit.
Table of Contents:
  • 1. Why credit risk is important
  • 2. Credit options
  • 3. Credit swaps
  • 4. Credit forwards, cr4edit linked notes, and other credit derivative structures
  • 5. Pricing models for credit options
  • 6. Credit risk management
  • 7. Documentation and regulation of credit derivatives
  • 8. Accounting and tax implications of credit derivatives
  • Index.