Credit derivative strategies new thinking on managing risk and return
"Credit Derivatives are financial contracts that transfer credit risk--the risk that a debtor will not repay a loan--between parties. Credit Derivative Strategies describes for professional investors current ways of participating in this rapidly expanding market, including how to select credit...
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
New York, NY
Bloomberg Press
2007
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| Ausgabe: | 1. ed. |
| Schlagworte: | |
| Online Zugang: | Inhaltsverzeichnis Table of contents only |
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Tag hinzufügen | Titel | Jahr | Verfasser |
|---|---|---|
| Integrating credit hedge funds into a portfolio of investments | 2007 | Horwitz, Richard |
| Integrating event risk in portfolio construction | 2007 | Gil, Alla |
| CDS valuation | 2007 | |
| CDO valuation | 2007 | |
| Credit derivative products | 2007 | Rivera, Peter |
| Eight relative value opportunities | 2007 | Klein, Christoph |
| Distressed debt strategies | 2007 | Persky, Steven D. |
| Four synthetic CDO trading strategies | 2007 | |
| Risk management for multistrategy funds | 2007 | Klein, Christoph |
| Risk management of credit derivatives | 2007 | |
| Pricing models | 2007 | Douglas, Rohan |