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Credit Derivatives: Understanding Credit Risk and Credit Instruments
Credit Derivatives: Understanding Credit Risk and Credit Instruments
Author: George Chacko, Anders Sj, öman, Hideto Motohashi, Vincent Dessain | Publisher: Wharton School Publishing
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Well organized and written in a clear and friendly style, this text opens with basic definitions of credit risk and related concepts, then delves into the topic of credit risk models, with chapters on structural and alternative approaches. Two concluding chapters are devoted to credit default swaps and collateralized debt obligations, with a detail

Added: 23.05.2007ISBN: 0131467441Pages: 272Price: £ 35,14Lang.: English
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