Credit Derivatives Insights--Single Name Instruments & Strategies

Auther:Sivan Mahadevan,Peter Polanski,Vishwanath Tirupatthur,Pinar Onur,Andrew Sheets

Morgan Stanlay,second edition, 2006, 2.95MB,Ebook,396pages,one document,PDF

Content:

Section A:Getting started:instruments and primers

Section B:Valuation and investment frameworks

Section C:Basis Ideas

Section D:Credit Curves

Section E:Options and embedded options

Section F:Credit market theme

Section G:Glossary

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