Research Catalog

Credit derivatives : a guide to instruments and applications

Title
Credit derivatives : a guide to instruments and applications / Janet M. Tavakoli.
Author
Tavakoli, Janet M.
Publication
New York : Wiley, [1998], ©1998.

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
TextRequest in advance HG6024.A3 T34 1998Off-site

Holdings

Details

Description
x, 259 pages : illustrations; 24 cm.
Series Statement
Wiley series in financial engineering
Uniform Title
Wiley series in financial engineering.
Subjects
Bibliography (note)
  • Includes bibliographical references (p. [247]-248) and index.
Contents
1. Credit Derivatives Market Overview -- 2. Total Rate of Return Swaps - Synthetic Financing -- 3. Credit Default Swaps and Options -- 4. Exotic Structures -- 5. Sovereign Risk and Emerging Markets -- 6. Credit-Linked Notes -- 7. Selected Documentation, Regulatory, Booking, and Legal Issues -- 8. Future of the Global Market.
ISBN
0471246565 (cloth : alk. paper)
LCCN
97044831
OCLC
ocm37854391
Owning Institutions
Columbia University Libraries