LEADER 02955nam 2200601 a 450 001 9910822854103321 005 20200520144314.0 010 $a1-280-36822-5 010 $a9786610368228 010 $a0-471-65238-5 035 $a(CKB)111087027135858 035 $a(EBL)468601 035 $a(OCoLC)54751084 035 $a(SSID)ssj0000132203 035 $a(PQKBManifestationID)11142445 035 $a(PQKBTitleCode)TC0000132203 035 $a(PQKBWorkID)10028603 035 $a(PQKB)10967839 035 $a(OCoLC)ocm52737582 035 $a(MiAaPQ)EBC468601 035 $a(Au-PeEL)EBL468601 035 $a(CaPaEBR)ebr10114047 035 $a(CaONFJC)MIL36822 035 $a(EXLCZ)99111087027135858 100 $a20040405d2004 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aCredit derivatives $einstruments, applications and pricing /$fMark J.P. Anson ... [et al.] 205 $a1st ed. 210 $aHoboken, N.J. $cWiley$dc2004 215 $a1 online resource (353 p.) 225 1 $aThe Frank J. Fabozzi Series 300 $aDescription based upon print version of record. 311 $a0-471-46600-X 320 $aIncludes bibliographical references and index. 327 $aCredit Derivatives: Instruments, Applications, and Pricing; Contents; PREFACE; ABOUT THE AUTHORS; CHAPTER 1 Introduction; CHAPTER 2 Types of Credit Risk; CHAPTER 3 Credit Default Swaps; CHAPTER 4 Asset Swaps and the Credit Default Swap Basis; CHAPTER 5 Total Return Swaps; CHAPTER 6 Credit-Linked Notes; CHAPTER 7 Synthetic Collateralized Debt Obligation Structures; CHAPTER 8 Credit Risk Modeling: Structural Models; CHAPTER 9 Credit Risk Modeling: Reduced Form Models; CHAPTER 10 Pricing of Credit Default Swaps; CHAPTER 11 Options and Forwards on Credit-Related Spread Products 327 $aCHAPTER 12 Accounting for Credit Derivatives CHAPTER 13 Taxation of Credit Derivatives; INDEX 330 $aAn essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative 410 0$aFrank J. Fabozzi series. 606 $aCredit derivatives 615 0$aCredit derivatives. 676 $a332.632 701 $aAnson$b Mark Jonathan Paul$01342000 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910822854103321 996 $aCredit derivatives$93991265 997 $aUNINA