Research Catalog

Credit derivatives and structured credit : a guide for investors

Title
Credit derivatives and structured credit : a guide for investors / Richard Bruyère with Rama Cont ... [et al.] ; translated by Gabrielle Smart.
Author
Bruyère, Richard.
Publication
Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006.

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Details

Additional Authors
Cont, Rama.
Description
xiii, 279 p. : ill.; 26 cm.
Subject
Credit derivatives
Bibliography (note)
  • Includes bibliographical references (p. [255]-261) and index.
Contents
Credit risk and the emergence of credit derivatives -- Typology of credit derivatives and their main applications -- Second-generation credit derivatives -- Collateralized debt obligations -- The credit derivatives and structured credit products market -- Pricing models for credit derivatives -- The impact of the development in credit derivatives.
Call Number
JBF 06-315
ISBN
0470018798 (hbk.)
LCCN
  • 2005026944
  • 9780470018798 (hbk.)
OCLC
  • 61703879
  • vendorOCM61703879
Author
Bruyère, Richard.
Title
Credit derivatives and structured credit : a guide for investors / Richard Bruyère with Rama Cont ... [et al.] ; translated by Gabrielle Smart.
Imprint
Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2006.
Bibliography
Includes bibliographical references (p. [255]-261) and index.
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Table of contents
Added Author
Cont, Rama.
Other Standard Identifier
9780470018798 (hbk.)
Research Call Number
JBF 06-315
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