Research Catalog

Credit derivatives & synthetic structures : guide to instruments and applications

Title
Credit derivatives & synthetic structures : guide to instruments and applications / Janet M. Tavakoli.
Author
Tavakoli, Janet M.
Publication
New York ; Chichester : Wiley, [2001], ©2001.

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TextRequest in advance HG6024.A3 T342 2001gOff-site

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Details

Description
viii, 312 pages : illustrations; 24 cm
Uniform Title
Wiley series in financial engineering.
Subjects
Note
  • Previous ed.: 1998.
Bibliography (note)
  • includes bibliographical references (p. 299-301) and index.
Contents
Ch. 1. Credit Derivatives Markets Overview -- Ch. 2. Total Rate of Return Swaps - Synthetic Financing -- Ch. 3. Credit Default Swaps of Options -- Ch. 4. Exotic Structures -- Ch. 5. Sovereign Risk and Emerging Markets -- Ch. 6. Credit-Linked Notes -- Ch. 7. Synthetic Collateralized Loan Obligations -- Ch. 8. Selected Documentation, Regulatory, Booking, and Legal Issues -- Ch. 9. Future of the Global Market.
ISBN
047141266X
OCLC
  • ocm46651244
  • SCSB-4162486
Owning Institutions
Columbia University Libraries