CREDIT DERIVATIVES 信用衍生物、CDOS、结构信用产品 mobi 下载 网盘 caj lrf pdf txt 阿里云

The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applicati***,

pricing/valuation approaches, documentation issues and accounting/taxation ***ects of such transacti***.

Previous editi*** have c***isted 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 Definiti*** and market developments such as Master Confirmati***).

De*ion of developments in structured credit products, including portfolio products, up-front credit default swaps, quanto credit default swaps, credit swapti***, zero recovery credit default swaps, first-to-default swaps/ Nth to-default swaps, and many more.

Increased coverage of credit linked notes including repackaging structures.

Detailed discussion of the colla***lized debt obligati*** ( CDO ) market, including CDO structures, pricing and valuation, rating methodology, CDO variati***, single tranche CDOs, hedging of CDO tranches, behavior of CDO tranche (equity, mezzanine, senior and super senior) investments.

Increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash-synthetic basis and its causes and behavior.

Coverage of E2C (equity to credit) hedging.

Detailed examples of applicati*** of credit derivatives by different market participants.

Discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades.

Updated coverage of regulatory framework for credit derivatives.

Updated discussion of market structures, developments and prospects.

Order your copy of this comprehensive work today.

Introduction

1 Credit Derivative Products

2 Structured Credit Products

3 Credit Linked Notes

4 Colla***lised Debt Obligati***

5 Credit Derivatives Pricing and Valuation

6 Credit Modelling/Credit Portfolio Management

7 Credit Derivative Applicati***

8 Credit Derivative Markets

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The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applicati***, pricing/valuation approaches, documentation issues and accounting/taxation ***ects of such transacti***. Previous editi*** have c***isted 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 Definiti*** and market developments such as Master Confirmati***). Description of developments in structured credit products, including portfolio products, up–front credit default swaps, quanto credit default swaps, credit swapti***, zero recovery credit default swaps, first–to–default swaps/ N th to–default swaps, and many more. Increased coverage of credit linked notes including repackaging structures. Detailed discussion of the colla***lized debt obligati*** ( CDO ) market, including CDO structures, pricing and valuation, rating methodology, CDO variati***, single tranche CDOs, hedging of CDO tranches, behavior of CDO tranche (equity, mezzanine, senior and super senior) investments. Increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash–synthetic basis and its causes and behavior. Coverage of E2C (equity to credit) hedging. Detailed examples of applicati*** of credit derivatives by different market participants. Discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades. Updated coverage of regulatory framework for credit derivatives. Updated discussion of market structures, developments and prospects. Order your copy of this comprehensive work today.