Understanding credit derivatives and related instruments

By:

Bomfim, Antúlio N

Material type: Book

BookSeries: Academic Press advanced finance seriesPublication details: Gurgaon: Elsevier Academic, 2005.Description: xiv, 339 p. : ill.; 23 cmISBN:

9788131207277

DDC classification:

332.6457 BOM

List(s) this item appears in: Finance

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	IIT Gandhinagar	General	332.6457 BOM (Browse shelf(Opens below))	Available		003021

Summary -Understanding credit derivatives and related instruments offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associcated with them. The centrepiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.

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