Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trade
Updated coverage of structured credit products with in-depth coverage of the latest developments Structured credit products are one of today's fastest growing i
Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (
Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects o
Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management