TY  - BOOK
AU  - Bomfim,Antúlio N.
TI  - Understanding credit derivatives and related instruments
SN  - 9780128001165
PY  - 2016///
CY  - Amsterdam
PB  - Elsevier
KW  - Credit derivatives
N1  - Includes bibliographical references and index; Part 1 Credit derivatives: definition, market, uses, II - Main types of credit derivatives, III - Introduction to credit modeling I: Single-name defaults, IV - Introduction to credit modeling II: portfolio credit risk, V - A brief overview of documentation and regulatory issues, VI - Hedging and trading credit default swaps
N2  - This intuitive, rigorous overview links academic theory with the practices valuing  and trading credit derivatives. Rather than presenting highly technical  explorations , it offers summaries of major subjects and the principal perspectives associated with them.Its centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models

ER  -