The credit derivate compendium
sin lugar Merril Lynch ©1998Description: Varias paginaciones ilustrado 27 cm.Uniform titles: The credit derivate compendium Subject(s): Credit derivate
| Derivado de créditoDDC classification: 332.632 | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.632 / C912c (Browse shelf) | Ej. 1 | Available | 8000022283 |
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| 332.6323 / SA126i Interest rate swaps and their derivatives | 332.632 / B667i Investments | 332.632 / C355e Evaluación económica y social de proyectos de inversión | 332.632 / C912c The credit derivate compendium | 332.632 / G868a Active portfolio management | 332.632 / H371t The complete guide to option pricing formulas | 332.632 / R667r Robust portfolio optimization and management |
Credit default swaps -- Credit derivative handbook 2003 -- Tailoring credit risk -- Emerging markets credit derivaties -- Trading the CDS-Bond basis -- Default swap products -- Standardized FTD baskets -- Synthetic CDOs and credit default swaps -- Synthetic CDOs: Recent market developments -- Factor models for synthetic CDO valuation -- Single tranche synthetic CDOs -- Forward CDS -- CMCDS: The path to floating credit spread products -- Constant maturity CDS -- Single-tranche synthetics -- Standardised tranches -- Trading tranched index products: the first steps -- iBoxx nortk american CDS indices -- Correlation trading -- Credit correlation: A guide -- Correlation: Trading implications for synthetic CDO tranches -- Protection strategies -- 2003 ISDA credit definitions -- ISDA definition supplements
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