Understanding Credit Derivatives and Related Instruments
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Understanding Credit Derivatives and Related Instruments
368 pages | Academic Press (December 20, 2004) | 0121082652 | PDF | 2 Mb
Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.


* Offers a broad overview of this growing field
* Discusses all the main types of credit derivatives
* Provides back-of-the-book summary of statistics and fixed-income mathematics

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