Credit derivatives and structured credit a guide for investors
Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit 6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Chichester, England ; Hoboken, NJ :
John Wiley & Sons
c2006.
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| Edición: | 1st edition |
| Colección: | The Wiley Finance Series
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627329806719 |
Tabla de Contenidos:
- Credit risk and the emergence of credit derivatives
- Typology of credit derivatives and their main applications
- Second-generation credit derivatives
- Collateralized debt obligations
- The credit derivatives and structured credit products market
- Pricing models for credit derivatives
- The impact of the development in credit derivatives.
