An Introduction to Credit Derivatives

An Introduction to Credit Derivatives

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The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since th

Credit Derivatives Pricing Models

Credit Derivatives Pricing Models

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The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ

Credit Derivatives

Credit Derivatives

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The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number

Credit Derivatives and Structured Credit

Credit Derivatives and Structured Credit

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Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (