Книги
Structured Credit Products
Книги
Structured Credit Products
Choudhry, M. Structured Credit Products : Credit Derivatives and Synthetic Securitisation / M. Choudhry. — Singapore : J.Wiley & Sons (Asia), 2004. — 430 p.. — (Wiley Finance). — 3792.15 р.
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Structured Credit Products are one of today's fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused description of the main credit derivative instruments, as well as the more complex products such as synthetic collateralised debt obligations.
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УДК:339.7
Рекомендовано к ознакомлению
- 1. Quemard, J.-L. Credit Derivatives, Securitization and the New Regulatory Environment / J.-L. Quemard. — New York : Euromoney Books, 2005. — 126 p.
- 2. Credit Derivatives: Instruments, Applications, and Pricing / M. J.P. Anson [et al.]. — New Jersey : J.Wiley & Sons, 2004. — 341 p.. — (The Frank J. Fabozzi Series).
- 3. Shell, C. Managing Credit Risk: Tools and Applications for Effective Risk Control / C. Shell. — London : Euromoney Books, 2003. — 160 p.
- 4. Choudhry, M. An Introduction to Repo Markets / M. Choudhry. — 3rd. Ed.. — Chichester : J.Wiley & Sons, 2006. — 202 p.
- 5. Duffie, D. Credit Risk / D. Duffie, K.J. Singleton. — Princeton : Princeton University Press, 2003. — 396 p.. — (Princeton Series in Finance).
- 6. Schmid, B. Credit Risk Pricing Models / B. Schmid. — 2nd Ed.. — Berlin : Springer, 2004. — 384 p.. — (Springer Finance).
- 7. CreditRisk+ in the Banking Industry / Ed. M. Gundlach, Ed. F. Lehrbass. — Berlin : Springer, 2004. — 369 p.. — (Springer Finance).
- 8. Saunders, A. Credit Risk Measurement / A. Saunders, L. Allen. — 2nd Ed.. — New York : J.Wiley & Sons, 2002. — 320 p.
- 9. Hull, J. Options, Futures and Other Derivatives / J. Hull. — 6th. Ed.. — New Jersey : Prentice Hall, 2005. — 789 p.
- 10. Bluhm, C. An Introduction to Credit Risk Modeling / C. Bluhm, L. Overbeck, C. Wagner. — London : Chapman & Hall, 2003. — 298 p.. — (Chapman & Hall).
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