书目详细信息
： Structured credit products :
书目信息 机读格式(MARC)
| ISBN： | 9780470824139 (hbk.) : |
|---|---|
| ISBN： | 0470824131 (hbk.) : |
| 编目源： | UK-WkNB UK-WkNB |
| 个人名称： | Choudhry, Moorad. |
| 题名： | Structured credit products : Credit derivatives and synthetic securitisation / Moorad Choudhry. |
| 版本说明： | 2nd rev. ed. |
| 索书号： | F830.5/C552=2E |
| 出版发行项： | Chichester : John Wiley & Sons Ltd : [distributor] John Wiley and Sons Ltd : [distributor] John Wiley & Sons Australia Ltd : [distributor] John Wiley & Sons Australia Ltd : [distributor] John Wiley & Sons Cape Town : [distributor] John Wiley & Sons, 2009. |
| 载体形态： | xxi, 601 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.). |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Foreword (Professor Darrell Duffie, Stanford University). Preface: Preface plus summary outline of book. Part I: Credit risk and credit derivative instruments Ch1: Credit risk and default. Ch 2: Credit Derivatives I. Ch 3: Credit Derivatives II. Ch 4: Credit Derivatives III: basic applications. Ch 5: Pricing. Ch 6: CDS pricing. Ch 7: The CDS basis I. Ch 8: The CDS basis II. Part II: Structured Credit Products and Synthetic Securitisation. Ch 9: An introduction to securitisation. Ch 10: Synthetic CDOs I. Ch 12: Synthetic CDO risk and returns. Ch 13: Synthetic CDO pricing and valuation. Ch14: Synthetic MBS. Ch 15: ABCP. Ch 16: ABCP closing process. Ch 17: Rating agency methodology. Ch 19: xxx. Part III: Legal and documentation considerations. Ch 18: Reg Cap & Basel II treatment of credit derivatives.<.> Part IV: Software. Ch 20: Description of files on CD-R. Author interview. |