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Credit derivatives instruments applications and pricing 1st Edition by Mark Jonathan, Paul Anson 047146600X 978-0471466000

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Credit derivatives instruments applications and pricing 1st Edition Mark Jonathan Paul Anson Digital Instant Download

Author(s): Mark Jonathan Paul Anson
ISBN(s): 047146600X
Edition: 1
File Details: PDF, 6.34 MB
Year: 2004
Language: english
SKU: EB-2212664 Category: Tag:

Credit derivatives instruments applications and pricing 1st Edition by Mark Jonathan, Paul Anson – Ebook PDF Instant Download/Delivery: 047146600X, 978-0471466000
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ISBN 10: 047146600X
ISBN 13: 978-0471466000
Author: Mark Jonathan Paul Anson

An essential guide to credit derivatives
Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products.
Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers.
Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University.
Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London.
Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.

Credit derivatives instruments applications and pricing 1st Table of contents:

CHAPTER 1

Introduction

CHAPTER 2

Types of Credit Risk

CHAPTER 3

Credit Default Swaps

CHAPTER 4

Asset Swaps and the Credit Default Swap Basis

CHAPTER 5

Total Return Swaps

CHAPTER 6

Credit-Linked Notes

CHAPTER 7

Synthetic Collateralized Debt Obligation Structures

CHAPTER 8

Credit Risk Modeling: Structural Models

CHAPTER 9

Credit Risk Modeling: Reduced Form Models

CHAPTER 10

Pricing of Credit Default Swaps

CHAPTER 11

Options and Forwards on Credit-Related Spread Products

CHAPTER 12

Accounting for Credit Derivatives

CHAPTER 13

Taxation of Credit Derivatives

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Mark Jonathan,Paul Anson,Credit derivatives instruments