Understanding Credit Derivatives and Related Instruments

Name: Understanding Credit Derivatives and Related Instruments
Price: 5.69 USD
Availability: InStock
ISBN: 9780121082659

ISBN-10: 0121082652

ISBN-13: 9780121082659

Edition: 2005

Authors: Antulio N. Bomfim

List price: $104.00

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Description:

Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.

Book details

List price: $104.00
Copyright year: 2005
Publisher: Elsevier Science & Technology
Publication date: 1/20/2005
Binding: Hardcover
Pages: 368
Size: 5.94" wide x 9.00" long x 1.25" tall
Weight: 1.540




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 of 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



Basic Concepts from Bond Math



Basic Concepts from Statistics