UID:
almafu_9959326948402883
Format:
1 online resource (xxv, 470 pages :
,
illustrations, charts
ISBN:
9781119201564
,
111920156X
,
0470100087
,
9780470100080
,
0470100087
Content:
The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations (CDOs), collateralized loan obligations (CLOs), credit derivatives (such as credit default swaps and swaptions), and iBoxx indexes.
Note:
Title from e-book title screen (viewed Oct. 15, 2007).
,
A primer on credit default swaps -- Credit default swaptions -- Constant maturity credit default swaps -- Credit derivatives indexes -- The added dimensions of credit : a guide to relative value trading -- Single-tranche CDOs -- Trading credit tranches : taking default correlation out of the black box -- Understanding CDO-squareds -- CPPI : leveraging and deleveraging credit -- Collateralized loan obligations -- ABS CDOs -- CDO equity -- Commercial real estate CDOs.
Additional Edition:
Print version: Rajan, Arvind. Structured credit handbook. Hoboken, NJ : Wiley, ©2007
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201564
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201564
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201564
