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Credit derivatives and credit linked notes - Satyajit Das
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Title
Credit derivatives and credit linked notes
Credit derivatives and credit linked notes
Author
Satyajit Das
Satyajit Das
format
Hardback
Hardback
Publisher
John Wiley & Sons, Inc.
John Wiley & Sons, Inc.
Language
English
English
UK Publication Date
20001124
20001124
Description
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 securitisation
- 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
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