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Credit derivatives : CDOs and structured credit products / Satjayit Das
- 作者： Das, Satyajit
- 其他題名：
- Credit derivatives and credit linked notes
- 出版： Singapore ;Hoboken, NJ : John Wiley & Sons (Asia) c2005
- 叢書名： [Wiley finance]
- 主題： Derivative securities. , Credit--Management. , Risk Management. , Default (Finance)
- 版本：3rd ed
- ISBN： 9780470821596 (hbk.) :: US$119.95 、 0470821590
- 一般註：Rev. ed. of: Credit derivatives and credit linked notes / Satyajit Das [editor and principal contributor]. 2nd ed. 2000 Series statement on jacket Includes bibliographical references and index
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讀者標籤：
- 系統號： 005134925 | 機讀編目格式
館藏資訊
The key areas of new/enhanced coverage include: inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations); and description of developments in structured credit products including: portfolio products; up-front credit default swaps; quanto credit default swaps; credit swaptions; zero recovery credit default swaps; first-to-default swaps/Nth-to-default swaps; asset swaptions/synthetic lending facilities/structured asset swaps; constant maturity credit spread products and constant maturity credit default swaps; credit index products; equity default swaps; increased coverage of credit linked notes including repackaging structures.
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