"Credit Derivatives and Credit Linked Notes" is a complete reference work on credit derivatives and offers comprehensive information on credit derivative products, applications, pricing / valuation approaches, documentation issues and accounting/ taxation aspects of such transactions. The book includes:
- Coverage of all major credit derivative structures including credit derivatives, credit linked notes, repackaging structures and portfolio securitization.
- Examples of applications.
- Pricing approaches and models as well as credit portfolio management.
- Regulatory framework for credit derivatives.
- Documentation, accounting and taxation of credit derivative structures.
- Implications of credit derivatives for banking and credit management generally. Показать