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Credit Derivativest: Echniques to Manage Credit Risk for Financial Professionals
CITATION
Banks, Erik;
Glantz, Morton; and
Siegel, Paul
.
Credit Derivativest: Echniques to Manage Credit Risk for Financial Professionals
.
US
: McGraw-Hill Education, 2007.
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Credit Derivativest: Echniques to Manage Credit Risk for Financial Professionals
Authors:
Erik Banks
,
Morton Glantz
and
Paul Siegel
Published:
2007
ISBN:
9780071661355 0071453148
Open eBook
Book Description
Table of Contents
Contents
Acknowledgments
Part 1 Credit Derivative Products and Applications
Chapter 1 An Introduction to Credit Derivatives
Chapter 2 Fundamental Credit Derivative Products
Chapter 3 Structured and Synthetic Credit Products
Chapter 4 An Overview of Credit Derivative Applications
Part 2 Quantitative Tools
Chapter 5 A Primer on Risk Modeling
Chapter 6 A Basic Credit Default Swap Model
Chapter 7 Modeling Credit Default Risk
Chapter 8 Portfolio Management of Default Risk
Chapter 9 Ancillary Credit Risk Tools and Techniques
Part 3 Regulatory, Control, and Legal Issues
Chapter 10 Credit Derivative Documentation
Chapter 11 Regulatory and Control Issues
Appendix A Review of Commercial Credit Modeling Analytics
Answers to Chapter Exercises
Selected References
Index
