Research Catalog
Credit derivatives
- Title
- Credit derivatives / Mark J.P. Anson.
- Author
- Anson, Mark Jonathan Paul.
- Publication
- New Hope, Pa. : Frank J. Fabozzi Associates, 1999.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | JBE 99-1425 | Offsite |
Details
- Description
- iv, 219 p. : ill.; 24 cm.
- Subjects
- Bibliography (note)
- Includes bibliographical references and index.
- Contents
- 1. Why credit risk is important -- 2. Credit options -- 3. Credit swaps -- 4. Credit forwards, cr4edit linked notes, and other credit derivative structures -- 5. Pricing models for credit options -- 6. Credit risk management -- 7. Documentation and regulation of credit derivatives -- 8. Accounting and tax implications of credit derivatives -- Index.
- Call Number
- JBE 99-1425
- ISBN
- 1883249619
- OCLC
- 41587566
- Author
- Anson, Mark Jonathan Paul.
- Title
- Credit derivatives / Mark J.P. Anson.
- Imprint
- New Hope, Pa. : Frank J. Fabozzi Associates, 1999.
- Bibliography
- Includes bibliographical references and index.
- Research Call Number
- JBE 99-1425