An Introduction to Credit Derivaties

Offering an introduction to the various types of credit derivative instruments traded in the markets, this title covers topics such as: credit risk, unfunded credit derivatives, funded credit derivatives, credit default swap pricing, and more. Including an account of major segment of financial marke [...]
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Offering an introduction to the various types of credit derivative instruments traded in the markets, this title covers topics such as: credit risk, unfunded credit derivatives, funded credit derivatives, credit default swap pricing, and more. Including an account of major segment of financial markets, it describes instruments and applications.