Lien ebook : https://bibliotheque.univ-catholille.fr/Default/doc/nlebk/11...

eISBN : 9780128004906

Sommaire :
Part I: Credit Derivatives: Definition, Market, Uses
Chapter 1: Credit Derivatives: A Brief Overview
Chapter 2: The Credit Derivatives Market
Chapter 3: Main Uses of Credit Derivatives

Part II: Main Types of Credit Derivatives
Chapter 4: Floating-Rate Notes
Chapter 5: Asset Swaps
Chapter 6: Credit Default Swaps
Chapter 7: Total Return Swaps
Chapter 8: Spread and Bond Options
Chapter 9: Basket Default Swaps
Chapter 10: Portfolio Default Swaps
Chapter 11: Principal-Protected Structures
Chapter 12: Credit-Linked Notes
Chapter 13: Repackaging Vehicles
Chapter 14: Synthetic CDOs
Chapter 15: CDS Indexes
Chapter 16: CDS on Commercial Mortgages and Subprime Residential Mortgages

Part III: Introduction to Credit Modeling I: Single-Name Defaults
Chapter 17: Valuing Defaultable Bonds
Chapter 18: The Credit Curve
Chapter 19: Main Credit Modeling Approaches
Chapter 20: Valuing Credit Options

Part IV: Introduction to Credit Modeling II: Portfolio Credit Risk
Chapter 21: The Basics of Portfolio Credit Risk
Chapter 22: Valuing Basket Default Swaps
Chapter 23: Valuing Portfolio Swaps and CDOs
Chapter 24: A Quick Tour of Commercial Models

Chapter 25: Modeling Counterparty Credit Risk

Part V: A Brief Overview of Documentation and Regulatory Issues
Chapter 26: Anatomy of a CDS Transaction
Chapter 27: A Primer on Regulatory Issues

Part VI: Hedging and Trading Credit Default Swaps
Chapter 28: Measuring the Risks Embedded in a CDS Position
Chapter 29: Portfolio-Level Risks and Basic CDS Hedging
Chapter 30: Trading the CDS Curve
Appendix A: Basic Concepts from Bond Math
Appendix B: Basic Concepts from Statistics
Bibliography

Langue : Anglais

Collection : ACADEMIC PRESS ADVANCED FINANCE SERIES

Edition : 2ème

Illustration(s) : Schémas ; Graphique(s)

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque