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Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments by George Chacko,Anders Sjöman,Hideto Motohashi,Vincent Dessain is a book available to read on EtoBox.
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Cover 1 Contents 4 About the Authors 6 Acknowledgments 8 Part I: What Is Credit Risk? 10 1 INTRODUCTION 12 2 ABOUT CREDIT RISK 18 Part II: Credit Risk Modeling 70 3 MODELING CREDIT RISK: STRUCTURAL APPROACH 72 4 MODELING CREDIT RISK: ALTERNATIVE APPROACHES 132 Part III: Typical Credit Derivatives 158 5 CREDIT DEFAULT SWAPS 160 6 COLLATERALIZED DEBT OBLIGATIONS 206 7 APPLICATIONS OF CREDIT DERIVATIVES AND FINANCIAL ENGINEERING 264 Index 292 A 292 B 292 C 293 D 297 E 298 F 298 G 298 H 299 I 299 J 299 K 299 L 299 M 300 N 301 O 301 P 302 Q 303 R 303 S 304 T 305 U 305 V 305 W 305 X 305 Y 305 Z 305
- Author
- George Chacko,Anders Sjöman,Hideto Motohashi,Vincent Dessain
- Language
- EN
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