Credit derivatives / Mark J.P. Anson.
| Author/creator | Anson, Mark Jonathan Paul |
| Format | Book |
| Publication Info | New Hope, Pa. : Frank J. Fabozzi Associates, 1999. |
| Description | iv, 219 pages : illustrations ; 24 cm |
| Subjects |
| Contents | 1. Why credit risk is important -- 2. Credit options -- 3. Credit swaps -- 4. Credit forwards, cr4edit linked notes, and other credit derivative structures -- 5. Pricing models for credit options -- 6. Credit risk management -- 7. Documentation and regulation of credit derivatives -- 8. Accounting and tax implications of credit derivatives -- Index. |
| Bibliography note | Includes bibliographical references and index. |
| ISBN | 1883249619 |