Credit Derivatives: Instruments, Applications, and Pricing

by Mark J.P. Anson and Frank J. Fabozzi

An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit...

• Format: Hardcover
• Language: English
• ISBN: 047146600X
• ISBN13: 9780471466000
• Release Date: January 2004
• Publisher: John Wiley & Sons
• Length: 341 Pages
• Weight: 1.50 lbs.
• Dimensions: 1.2" x 6.2" x 9.2"