|
|
|
|
| LEADER |
01225nam a2200241 a 4500 |
| 001 |
553346 |
| 005 |
20171111230017.0 |
| 008 |
080922s2008 enka b 001 0 eng |
| 020 |
|
|
|a 9780273714859 (pbk.)
|
| 040 |
|
|
|a DLC
|
| 050 |
|
|
|a HG6024.A3
|b K376 2008
|
| 082 |
|
|
|2 22
|a 332.7
|
| 100 |
1 |
|
|a Kasapis, Andrew
|
| 245 |
1 |
|
|a Mastering credit derivatives :
|b a step-by-step guide to credit derivatives and structured credit /
|c Andrew Kasapis.
|
| 250 |
1 |
|
|a 2nd ed.
|
| 260 |
1 |
|
|a Harlow, England :
|b Financial Times/Prentice Hall,
|c 2008.
|
| 300 |
1 |
|
|a xiv, 277 p. :
|b ill. ;
|c 24 cm.
|
| 500 |
1 |
|
|a First published in Great Britain in 1999.
|
| 504 |
1 |
|
|a Includes bibliographical references (p. 259-262) and index.
|
| 505 |
1 |
|
|a Introduction -- Credit derivative instruments and applications -- Pricing a CDS and the cash bond definition -- Credit derivative documentation and regulations -- Tranched indices -- What is correlation? -- First-to-default (FTD) baskets -- Cash CDOs -- Synthetic CDOs -- Understanding tranche sensitivity -- Innovation, the credit crisis and the future.
|
| 650 |
1 |
|
|a Credit derivatives.
|
| 650 |
1 |
|
|a Credit
|x Management
|
| 952 |
|
|
|a GrThPMO
|b 59b015d26c5ad17d7e5ad8af
|c 952a
|d 9528
|e HG6024.A3K376 2008
|t 7
|x m
|z Books
|
