Credit Derivatives and Credit Linked Notes (Wiley Finance)

Das, Satyajit

ISBN 10: 0471840319 / ISBN 13: 9780471840312

Published by John Wiley & Sons, 2000

About this Item

Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Seller Inventory # rev8235520688

Bibliographic Details

• Title: Credit Derivatives and Credit Linked Notes (Wiley Finance)
• Publisher: John Wiley & Sons
• Publication Date: 2000
• Language: English
• ISBN 10: 0471840319
• ISBN 13: 9780471840312
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: Very Good
• Weight: 1540 grams

About this title

Synopsis

An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product

Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial.

Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.

About the Author

Satyajit Das is an international specialist in the area of financial derivatives, risk management, capital markets and treasury management. He presents seminars on these subjects and acts as a consultant to a number of leading banks in Europe, North America, Asia and Australia.