Authors:Christian Bluhm, Ludger Overbeck,
Publisher: Chapman and Hall/CRC
Keywords: crc, hall, financial, mathematics, series, amp, chapman, portfolio, credit, analysis, baskets, cdos, structured
Number of Pages: 376
Published: 2006-09-29
List price: $89.95
ISBN-10: 1584886471
ISBN-13: 9781584886471

The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities. Financial institutions continuously use these products for tailor-made long and short positions in credit risks. Based on a steadily growing market, there is a high demand for concepts and techniques applicable to the evaluation of structured credit products. Written from the perspective of practitioners who apply mathematical concepts to structured credit products, Structured

Author: Satyajit Das
Publisher: Wiley
Keywords: credit, wiley, finance, products, structured, derivatives, cdos
Number of Pages: 850
Published: 2005-05-09
List price: $150.00
ISBN-10: 0470821590
ISBN-13: 9780470821596

The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions. Previous editions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format -- all chapters have been written by the author, Satyajit Das. Key areas of new and enhanced coverage include: Inclusion of latest