by Arvind Rajan (Author), Glen McDermott (Author), Ratul Roy (Author)
The Structured Credit Handbook is a comprehensive introduction to all types of credit-linked financial instruments. This book provides state-of-the-art primers on single tranche collateralized debt obligations (CDOs), collateralized loan obligations (CLOs), credit derivatives (such as credit default swaps and swaptions), and iBoxx indexes.
Format: Hardcover
Pages: 496
Edition: 1
Publisher: Wiley
Published: 02 Mar 2007
ISBN 10: 0471747491
ISBN 13: 9780471747499