000			01559nam a22002897a 4500
003			ZW-GwMSU
005			20201006111750.0
008			201005b ||||| |||| 00| 0 eng d
020			_a9780128001165
020			_a012800116X
020			_z9780128004906
040			_arda _bEnglish _erda _cMSU
041			_aeng
100	1		_aBomfim, Antúlio N. _q(Antúlio Neves), _eauthor.
245	1	0	_aUnderstanding credit derivatives and related instruments / _ccreated by Antulio N. Bomfim.
250			_aSecond
260			_aAmsterdam _bElsevier _c2016
300			_a399 pages : _billustrations ; _c24 cm
336			_atext _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
504			_aIncludes bibliographical references and index.
505			_aPart 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.
520			_aThis 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.
650		0	_aCredit derivatives.
942			_2lcc _cB
999			_c155152 _d155152