Understanding Credit Derivatives and Related Instruments

Understanding Credit Derivatives and Related Instruments on ScienceDirect(Opens new window)
Hardbound, 368 Pages
Published: DEC-2004
ISBN 10: 0-12-108265-2
ISBN 13: 978-0-12-108265-9
Imprint: ACADEMIC PRESS


By
Antulio Bomfim, Portfolio Manager, OFI Institutional Asset Management, Boston, MA, a subsidiary of OppenheimerFunds Inc.

Description
Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.

Included in series
Academic Press Advanced Finance

Audience:
Graduate Students in MBA and specialized finance programs, professionals working with investment tool such as financial analysts and portfolio managers.


 
Last update: 5 Nov 2011