Understanding credit derivatives and related instruments
- 作者: Bomfim, Antúlio N.
- 出版: San Diego, Calif. ;London, England : Elsevier Academic Press ©2005.
- 稽核項: 1 online resource (1 volume) :illustrations.
- 叢書名: Academic Press advanced finance series
- 標題: Investments & SecuritiesGeneral. , Credit derivatives. , BUSINESS & ECONOMICS Investments & Securities -- General. , BUSINESS & ECONOMICS , Electronic books.
- ISBN: 1281008117 , 9781281008114
- 試查全文@TNUA:
- 附註: Includes bibliographical references and index. Credit derivatives: a brief overview -- The credit derivatives market -- Main uses of credit derivatives -- Floating-rate notes -- Asset swaps -- Credit default swaps -- Total return swaps -- Spread and bond options -- Basket default swaps -- Portfolio default swaps -- Principal-protected structures -- Credit-linked notes -- Repackaging vehicles -- Synthetic CDOs -- Valuing defaultable bonds -- The credit curve -- Main credit modeling approaches -- Valuing credit options -- The basics of portfolio credit risk -- Valuing basket default swaps -- Valuing portfolio swaps and CDOs -- A quick tour of commercial models -- Modeling counterparty credit risk -- Anatomy of a CDS transaction -- A primer on bank regulatory issues.
- 摘要: Comprehensive introduction to the main isues in the credit derivatives market, including an accessible introduction to valuation methods.
- 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=123429
- 系統號: 005314477
- 資料類型: 電子書
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- 引用網址: 複製連結