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Deutsche
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Publishers Description
A complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions.

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Keywords
CDO
CDO structures
CDO tranche
CDOs
collaterised debt obligations
constant maturity
credit default swaps
credit derivative trading
credit derivatives
credit index
credit products
credit risk
credit risk management
credit spread
credit swaptions
E2C
equity default
hedging of CDO
master confirmations
portfolio products
pricing and valuation
quanto
quanto credit default swaps
single tranche
structured credit products
swaptions
synthetic lending
up-front
zero recovery

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Publisher Details
John Wiley And Sons

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Other books in Series

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