Год выпуска: 2005 Автор: Satyajit Das Издательство: Wiley Страниц: 850 ISBN: 0470821590
Описание
The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions. Previous editions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format -- all chapters have been written by the author, Satyajit Das. Key areas of new and enhanced coverage include: Inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations). Description of developments in structured credit products, including portfolio products, up-front credit default swaps, quanto credit default swaps, credit swaptions, zero recovery credit default swaps, first-to-default swaps/ Nth –to-default swaps, and many...
