Credit derivatives : application, pricing, and risk management - Meissner, Gunter, 1957- (Malden, MA : Blackwell, 2005)
The market for credit derivatives -- Credit derivatives products -- Synthetic structures -- Application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- Risk management with credit derivatives
'An interactive book with pricing models and examples on the Internet.'
Includes bibliographical references and index
Keywords: Credit derivatives