Credit derivatives: the definite guide (Record no. 47243)

000 -LEADER
fixed length control field 00852nam a2200217Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140323b2003 xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781904339120
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64
245 ## - TITLE STATEMENT
Title Credit derivatives: the definite guide
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc London
Name of publisher, distributor, etc Risk Books
Date of publication, distribution, etc 2003
300 ## - PHYSICAL DESCRIPTION
Extent xxviii, 494 p.
365 ## - TRADE PRICE
Price amount UKP 99.00
520 ## - SUMMARY, ETC.
Summary, etc Presenting a unique encyclopaedic view of the credit derivatives market this new multi-contributor title will guide you in all aspects of this rapidly growing sector –providing you with a firm grasp of everything from the basics to the more involved quantitative issues.<br/>As the definitive guide to credit derivatives this expansive volume deals with its subject matter in both greater breadth and depth than any single text has ever before achieved. An eminent selection of over 30 influential contributors provide you with a thorough yet detailed analysis of every aspect of the credit derivatives industry including its related markets, products, applications and regulatory issues.<br/>Joining the list of renowned practitioners, leading quantitative analysts and academics provide insight into the more technical aspects and illustrate a selection of practical modelling approaches. From the pricing of credit default swaps, options, hybrids and CDOs to the modelling and hedging of default risk you will find a wealth of insight and instruction that teaches you to apply these techniques to your own projects. Topics such as the analysis of credit spread returns, the CDS-bond basis and modified restructuring are discussed in detail.<br/>You will also find in-depth coverage of the legal and regulatory issues impacting upon the field with plenty of helpful advice on how to implement effective solutions for compliance to both Basel II and IAS 39. What's more the title contains detailed coverage of the CDO market, including cash, synthetic, single tranche and CDO of CDO structures, and discusses default correlation, credit portfolio risk and credit portfolio optimisation.<br/>As a guide to the purchase and use of credit derivatives, this definitive guide has no equal. With succinct presentation of all the important facts and key techniques used in the market, Credit Derivatives' 21 chapters will bring you right up-to-date with all the inside knowledge you need to aid your progress in this complex industry.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
9 (RLIN) 20830
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Credit - Management
9 (RLIN) 34619
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management
9 (RLIN) 10369
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Default (Finanace)
9 (RLIN) 66010
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Gregory, Jon
Relator term Editor
9 (RLIN) 66657
852 ## - LOCATION/CALL NUMBER
Classification part C71
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Item type Books
Source of classification or shelving scheme
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- 00099.00
-- UKP
-- 2004-04-23
-- Elite Publishers Distributors
-- 00240055
-- 2004-01-19
-- 5348
-- 2004-04-16
-- F
-- 008662.50
-- 50.0%
-- 01299.00
-- Prof. T T Ram Mohan
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent location Current location Shelving location Date acquired Item location Full call number Barcode Date last seen Koha item type
          Vikram Sarabhai Library Vikram Sarabhai Library   04/05/2009 Slot 706 (0 Floor, West Wing) 332.64 C71 156341 04/09/2009 Books

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