Research Catalog
The structured credit handbook
- Title
- The structured credit handbook / Arvind Rajan, Glen McDermott, Ratul Roy.
- Author
- Rajan, Arvind.
- Publication
- Hoboken, N.J. : Wiley, c2007.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Available - Can be used on site. Please visit New York Public Library - Schwarzman Building to submit a request in person. | Text | Use in library | JBE 07-620 | Schwarzman Building - General Research Room 315 |
Details
- Additional Authors
- Description
- xxv, 470 p. : ill.; 24 cm.
- Series Statement
- Wiley finance series
- Subject
- Bibliography (note)
- Includes bibliographical references (p. 443-455) and index.
- Contents
- A primer on credit default swaps -- Credit default swaptions -- Constant maturity credit default swaps -- Credit derivatives indexes -- The added dimensions of credit : a guide to relative value trading -- Single-tranche CDOs -- Trading credit tranches : taking default correlation out of the black box -- Understanding CDO-squareds -- CPPI : leveraging and deleveraging credit -- Collateralized loan obligations -- ABS CDOs -- CDO equity -- Commercial real estate CDOs.
- Call Number
- JBE 07-620
- ISBN
- 0471747491 (cloth)
- 9780471747499 (cloth)
- LCCN
- 2006019227
- OCLC
- 70107074
- Author
- Rajan, Arvind.
- Title
- The structured credit handbook / Arvind Rajan, Glen McDermott, Ratul Roy.
- Imprint
- Hoboken, N.J. : Wiley, c2007.
- Series
- Wiley finance series
- Bibliography
- Includes bibliographical references (p. 443-455) and index.
- Connect to:
- Added Author
- McDermott, Glen, 1968-Roy, Ratul, 1964-
- Research Call Number
- JBE 07-620