Credit derivatives and credit linked notes / Satyajit Das

Author	Das, Satyajit
Title	Credit derivatives and credit linked notes / Satyajit Das
Imprint	Singapore : John Wiley & Sons (Asia), 2000
Edition	2nd ed.
Descript	xxiii, 940 p. : ill. ; 24 cm. + 1 computer laser disc (4 3/4 in.)

CONTENT

Products & structures -- Applications -- Pricing & valuation issues -- Credit portfolio management -- Markets -- Ratings, documentation accounting, & taxation issues

SUBJECT

Derivative securities
Credit -- Management
Risk management
Default (Finance)

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