AuthorDas, Satyajit
TitleCredit 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

  1. Derivative securities
  2. Credit -- Management
  3. Risk management
  4. Default (Finance)

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