Credit derivatives : techniques to manage credit risk for financial professionals

Publication Data

• Title Credit derivatives : techniques to manage credit risk for financial professionals
• Author Erik Banks
• Contributors Morton Glantz, Paul Siegel
• Publisher McGraw-Hill Professional
• Publication date 2007
• Publication location New York
• Language English

Contents

Credit derivative products and applications
An introduction to credit derivatives
Fundamental credit derivative products
Structured and synthetic credit products
An overview of credit derivative applications
Quantitative tools
A primer on risk modeling
A basic credit default swap model
Modeling credit default risk
Portfolio management of default risk
Ancillary credit risk tools and techniques
Regulatory, control, and legal issues
Credit derivative documentation
Regulatory and control issues.

Topics

• Credit derivatives
• 013169666

Credit derivatives : techniques to manage credit risk for financial professionals by Erik Banks. ISBN 9780071453141. Published by McGraw-Hill Professional in 2007. Publication and catalogue information, links to buy online and reader comments.