Implementing Credit Derivatives Strategies and Techniques for Using Credit Derivatives in Risk Management

Name: Implementing Credit Derivatives Strategies and Techniques for Using Credit Derivatives in Risk Management
Availability: OutOfStock
ISBN: 9780070472372

ISBN-10: 0070472378

ISBN-13: 9780070472372

Edition: 1999

Authors: Israel Nelken

List price: $60.00

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This real-world text goes beyond the fundamentals of credit derivatives to explore the practical realities of derivatives in a credit risk management strategy.

Book details

List price: $60.00
Copyright year: 1999
Publisher: McGraw-Hill Trade
Binding: Paperback
Pages: 315
Size: 6.25" wide x 9.50" long x 1.00" tall
Weight: 1.342
Language: English

Preface.Introduction.The Structures.Legal and Regulatory Aspects (by Claude Brown of Clifford Chance).Analysis of Credit Spreads.Revenue-Neutral Diversification.Examination of Term Sheets.Credit Derivatives and the Repo Markets.Collateralized Bond Obligations.Locating the CD Function within a Bank.Credit Risk Management in Asia.CreditMetrics.CreditRisk+.Credit Derivatives and Bank Loans.Creation and Analysis of Structured Credit Derivatives.The Valuation of Credit Derivatives.Analysis and Pricing.Glossary.Index.