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Credit derivatives [[electronic resource] ] : instruments, applications and pricing / / Mark J.P. Anson ... [et al.]
| Credit derivatives [[electronic resource] ] : instruments, applications and pricing / / Mark J.P. Anson ... [et al.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2004 |
| Descrizione fisica | 1 online resource (353 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) | AnsonMark Jonathan Paul |
| Collana | The Frank J. Fabozzi Series |
| Soggetto topico | Credit derivatives |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-36822-5
9786610368228 0-471-65238-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Credit 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
CHAPTER 12 Accounting for Credit Derivatives CHAPTER 13 Taxation of Credit Derivatives; INDEX |
| Record Nr. | UNINA-9910455885303321 |
| Hoboken, N.J., : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit derivatives [[electronic resource] ] : instruments, applications and pricing / / Mark J.P. Anson ... [et al.]
| Credit derivatives [[electronic resource] ] : instruments, applications and pricing / / Mark J.P. Anson ... [et al.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2004 |
| Descrizione fisica | 1 online resource (353 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) | AnsonMark Jonathan Paul |
| Collana | The Frank J. Fabozzi Series |
| Soggetto topico | Credit derivatives |
| ISBN |
1-280-36822-5
9786610368228 0-471-65238-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Credit 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
CHAPTER 12 Accounting for Credit Derivatives CHAPTER 13 Taxation of Credit Derivatives; INDEX |
| Record Nr. | UNINA-9910780377103321 |
| Hoboken, N.J., : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit derivatives : instruments, applications and pricing / / Mark J.P. Anson ... [et al.]
| Credit derivatives : instruments, applications and pricing / / Mark J.P. Anson ... [et al.] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2004 |
| Descrizione fisica | 1 online resource (353 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) | AnsonMark Jonathan Paul |
| Collana | The Frank J. Fabozzi Series |
| Soggetto topico | Credit derivatives |
| ISBN |
1-280-36822-5
9786610368228 0-471-65238-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Credit 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
CHAPTER 12 Accounting for Credit Derivatives CHAPTER 13 Taxation of Credit Derivatives; INDEX |
| Record Nr. | UNINA-9910822854103321 |
| Hoboken, N.J., : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||