Credit risk : models, derivatives, and management /: models, derivatives, and management. (©2008)

• Record Type: Book
• Further Information: Note: Edited by Niklas Wagner.
• Other Names: Wagner, Niklas F, 1969-
• Contents: Front cover; Contents; Preface; Editor; Contributors; Part I: A View on Credit Derivatives; Chapter 1. Single Name Credit Default Swap Valuation: A Review; Chapter 2. Valuation of Credit Derivatives with Counterparty Risk; Chapter 3. Integrated Credit Portfolio Management: A Preview; Chapter 4. Credit Default Swaps and an Application to the Art Market: A Proposal; Part II: Credit Risk, Spreads, and Spread Determinants; Chapter 5. Credit Default Swaps and Equity Prices: The iTraxx CDS Index Market; Chapter 6. The Determinants of Credit Default Swap Prices: An Industry-Based Investigation.
• Publisher Details: Boca Raton, Fla. : CRC Press
• Publication Date: 2008
• Copyright Date: 2008
• Extent: 1 online resource (xxiv, 574 pages), illustrations
• Subjects: 332.63/2; Credit derivatives -- Mathematical models; Risk management -- Mathematical models; Electronic books
• Languages: English
• ISBNs: 9781584889953; 1584889950; 1281372501; 9781281372505
• Related ISBNs: 1584889942; 9781584889946
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.