Understanding Credit Derivatives and Related Instruments (Hardcover, New)

1 Credit Derivatives: A Brief Overview
2 The Credit Derivatives Market
3 Main Uses of Credit Derivatives
4 Floating-Rate Notes
5 Asset Swaps
6 Credit Default Swaps
7 Total Return Swaps
8 Spread and Bond Options
9 Basket Default Swaps
10 Portfolio Default Swaps
11 Principal-Protected Structures
12 Credit-Linked Notes
13 Repackaging Vehicles
14 Synthetic CDOs
15 Valuing Defaultable Bonds
16 The Credit Curve
17 Main Credit Modeling Approaches
18 Valuing of Credit Options
19 The Basics of Portfolio Credit Risk
20 Valuing Basket Default Swaps
21 Valuing Portfolio Swaps and CDOs
22 A Quick Tour of Commercial Models
23 Modeling Counterparty Credit Risk
24 Anatomy of a CDS Transaction
25 A Primer on Bank Regulatory Issues
Appendix A Basic Concepts from Bond Math
Appendix B Basic Concepts from Statistics