Structured Credit Products
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Published By John Wiley & Sons (Asia) Pte. Ltd.

9781118390504, 9780470824139

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

The Credit Default Swap Basis II: Analysing the Relationship Between Cash and Synthetic Markets

Structured Credit Products ◽

10.1002/9781118390504.ch9 ◽

2012 ◽

pp. 293-342

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

Default Swap ◽

The Relationship

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Files on the Accompanying CD-R

Structured Credit Products ◽

10.1002/9781118390504.ch16 ◽

2012 ◽

pp. 559-566

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Synthetic Collateralised Debt Obligations

Structured Credit Products ◽

10.1002/9781118390504.ch13 ◽

2012 ◽

pp. 445-505 ◽

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The Asset Swap-Credit Default Swap Basis I: The Asset Swap Pricing of Credit Default Swaps

Structured Credit Products ◽

10.1002/9781118390504.ch8 ◽

2012 ◽

pp. 281-291 ◽

Keyword(s):

Credit Default Swap ◽

Credit Default Swaps ◽

Credit Default ◽

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Credit Derivatives I: Unfunded Instruments

Structured Credit Products ◽

10.1002/9781118390504.ch2 ◽

2012 ◽

pp. 57-161

Keyword(s):

Credit Derivatives

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Trading the Credit Default Swap Basis: Illustrating Positive and Negative Basis Arbitrage Trades

Structured Credit Products ◽

10.1002/9781118390504.ch10 ◽

2012 ◽

pp. 343-370 ◽

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

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Credit Risk

Structured Credit Products ◽

10.1002/9781118390504.ch1 ◽

2012 ◽

pp. 21-56 ◽

Keyword(s):

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Contributing Authors

Structured Credit Products ◽

10.1002/9781118390504.oth ◽

2012 ◽

pp. 567-568

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Credit Default Swap Pricing

Structured Credit Products ◽

10.1002/9781118390504.ch7 ◽

2012 ◽

pp. 251-279

Keyword(s):

Credit Default Swap ◽

Credit Default ◽

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Credit Derivatives Pricing and Valuation

Structured Credit Products ◽

10.1002/9781118390504.ch6 ◽

2012 ◽

pp. 227-249 ◽

Keyword(s):

Credit Derivatives ◽

Derivatives Pricing

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