Structured credit handbook, The
Credit derivatives Credit Default (Finance) e-böcker
Wiley
2007
EISBN 9780470100080
A primer on credit default swaps.
Credit default swaptions.
Constant maturity credit default swaps.
Credit derivatives indexes.
The added dimensions of credit : a guide to relative value trading.
Single-tranche CDOs.
Trading credit tranches : taking default correlation out of the black box.
Understanding CDO-squareds.
CPPI : leveraging and deleveraging credit.
Collateralized loan obligations.
ABS CDOs.
CDO equity.
Commercial real estate CDOs.
The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations (CDOs), collateralized loan obligations (CLOs), credit derivatives (such as credit default swaps and swaptions), and iBoxx indexes.
Credit default swaptions.
Constant maturity credit default swaps.
Credit derivatives indexes.
The added dimensions of credit : a guide to relative value trading.
Single-tranche CDOs.
Trading credit tranches : taking default correlation out of the black box.
Understanding CDO-squareds.
CPPI : leveraging and deleveraging credit.
Collateralized loan obligations.
ABS CDOs.
CDO equity.
Commercial real estate CDOs.
The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations (CDOs), collateralized loan obligations (CLOs), credit derivatives (such as credit default swaps and swaptions), and iBoxx indexes.
