| Author: |
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Satyajit Das
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| Title: |
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Credit Derivatives: CDOs and Structured Credit Products (Wiley Finance (Hardcover)) |
| Moochable copies: |
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No copies available |
| Topics: |
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| Published in: |
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English |
| Binding: |
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Hardcover |
| Pages: |
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816 |
| Date: |
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2005-04-15 |
| ISBN: |
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0470821590 |
| Publisher: |
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John Wiley & Sons |
| Weight: |
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3.09 pounds |
| Size: |
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6.4 x 1.92 x 9.13 inches |
| Edition: |
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3rd Edition |
Amazon prices: |
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| Wishlists: |
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| Description: |
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Product Description
The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions. Previous editions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format -- all chapters have been written by the author, Satyajit Das. Key areas of new and enhanced coverage include: * Inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations).* Description of developments in structured credit products, including portfolio products, up-front credit default swaps, quanto credit default swaps, credit swaptions, zero recovery credit default swaps, first-to-default swaps/ Nth to-default swaps, and many more.* Increased coverage of credit linked notes including repackaging structures.* Detailed discussion of the collateralized debt obligations ( CDO ) market, including CDO structures, pricing and valuation, rating methodology, CDO variations, single tranche CDOs, hedging of CDO tranches, behavior of CDO tranche (equity, mezzanine, senior and super senior) investments.* Increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash-synthetic basis and its causes and behavior.* Coverage of E2C (equity to credit) hedging.* Detailed examples of applications of credit derivatives by different market participants.* Discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades.* Updated coverage of regulatory framework for credit derivatives.* Updated discussion of market structures, developments and prospects. Order your copy of this comprehensive work today.
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| URL: |
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http://bookmooch.com/0470821590 |
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