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Credit derivatives: a primer on credit risk, modeling, and instruments

By: Contributor(s): Material type: TextTextPublication details: Wharton School Publishing/Pearson Power 2006Description: ix, 256 pISBN:
  • 9788131704493
Subject(s): DDC classification:
  • 332.6457
Summary: Credit Derivatives fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand. Harvard Business School faculty member George C. Chacko and his colleagues begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it.
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Item type Current library Item location Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 19-B / Slot 728 (0 Floor, West Wing) General Stacks 332.6457 C4C7 (Browse shelf(Opens below)) Available 160819

Includes bibliographical references and index.

Credit Derivatives fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand. Harvard Business School faculty member George C. Chacko and his colleagues begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it.

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