Understanding Credit Derivatives and Related Instruments
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Published By Elsevier

9780128001165
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Modeling Counterparty Credit Risk

2016 ◽  
pp. 281-294
Author(s):  
Antulio N. Bomfim
Keyword(s):  
Credit Risk ◽  
Counterparty Credit Risk

Preface to the Second Edition

2016 ◽  
pp. xix-xx
Author(s):  
Antulio N. Bomfim

Measuring the Risks Embedded in a CDS Position

2016 ◽  
pp. 321-338
Author(s):  
Antulio N. Bomfim

Valuing Defaultable Bonds

2016 ◽  
pp. 159-169
Author(s):  
Antulio N. Bomfim
Keyword(s):  
Defaultable Bonds

Portfolio Default Swaps

2016 ◽  
pp. 107-115
Author(s):  
Antulio N. Bomfim

Basket Default Swaps

2016 ◽  
pp. 99-105
Author(s):  
Antulio N. Bomfim

Floating-Rate Notes

2016 ◽  
pp. 43-53
Author(s):  
Antulio N. Bomfim
Keyword(s):  
Floating Rate

The Basics of Portfolio Credit Risk

2016 ◽  
pp. 229-251 ◽  
Author(s):  
Antulio N. Bomfim
Keyword(s):  
Credit Risk ◽  
Portfolio Credit Risk
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