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AuthorNelken, Israel
TitleImplementing credit derivatives / Israel Izzy Nelken ; with a contribution by Claude Brown
Imprint New York : McGraw-Hill, c1999
Descript xviii, 315 p

CONTENT

Legal and regulatory aspects (by Claude Brown of Clifford Chance) -- Analysi of credit spreads -- Revenue-neutral diversification -- Examination of term sheets -- Credit derivatives and the repo markets -- Collateralized bond obligations -- Locating the CD function within a bank -- Credit risk management in Asia -- CreditMetrics -- CreditRisk+ -- Credit derivatives and bank loans -- Creation and analysis of structured credit derivatives -- The valuation of credit derivatives -- Analysis and pricing


Credit derivatives Risk management

LOCATIONCALL#STATUS
Sasin Library332.632 N419I 1999CHECK SHELVES
Chula Business School Library332.632 N419I 1999CHECK SHELVES

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