Subprime mortgage credit derivatives / Goodman, Laurie S.

The Oxford handbook of credit derivatives / Lipton, Alexander.

Credit derivatives : trading, investing and risk management / Chaplin, Geoff.

Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Fouque, Jean

The art of credit derivatives : demystifying the black swan / Garcia, João.

Structured credit products : credit derivatives and synthetic securitisation / Choudhry, Moorad.

Credit derivatives pricing models : models, pricing, and implementation / Schonbucher, Philipp J.

equity market -- The derivatives market -- The foreign exchange market -- The commodities market -- The

insurance derivatives -- Derivatives mishaps and what we can learn from them -- Answers to quiz questions

beyond the traditional calls and puts. In addition to more complex derivatives and structured financial

Credit derivatives -- Mathematical models.

instruments: credit default stops and collateralised mortgage obligations ; Expanded coverage of emerging

process in credit derivatives markets in times of financial distress / Juan Romo -- 7.Return reversals and

Derivative securities.

-- The eurocurrency and eurobond markets -- Currency derivatives: futures, options and swaps

estimation and sampling -- 14.2.4.Default Probabilities for Credit Derivatives -- 15.Parameter Calibration

equity market -- The derivatives market -- The foreign exchange market -- The commodities market -- The

Counterparty credit risk and credit value adjustment : a continuing challenge for global financial

The post-reform guide to derivatives and futures / Peery, Gordon F.

All about derivatives / Durbin, Michael.

Option vega risk. -- 6 Credit and counterparty risk. -- 6.1 Defining credit risk. -- 6.2 Credit risky

-- ch. 23 Credit Derivatives and Structured Products -- ch. 24 Managing Credit Risk -- pt. SEVEN

and Credit Derivatives -- 7.1.Credit Default Swaps -- 7.1.1.Credit Default Swap -- 7.1.2.No Arbitrage

Credit derivatives -- United States.

Credit derivatives.

Financial derivative investments : An introduction to structured products. Bateson, Richard D.

Counterparty credit risk : the new challenge for global financial markets / Gregory, Jon, 1971-

Credit derivatives -- Mathematical models.

pathways. -- 6.2.7 Batch processing and grid computing. -- 6.2.8 Credit replication. -- 6.2.9 Security and

Fixed-income securities and derivatives handbook: analysis and valuation / Choudhry, Moorad.

Options, futures and other derivatives / Hull, John, 1946-

Shipping derivatives and risk management / Alizadeh, Amir H., 1966-

financial innovation / Viral V. Acharya ... [et al.] --- Centralized clearing for credit derivatives / Viral

Credit derivatives.

Life insurance : primary and secondary markets -- Mortality and credit structures, valuation and

-- Interest rate options -- Exotic options and other nonstandard products -- Credit derivatives -- Weather

Credit derivative strategies : new thinking on managing risk and return / Douglas, Rohan.

options and other nonstandard products -- Ch. 21. Credit derivatives -- Ch. 22. Weather, energy, and

-- Multinational Financial Management -- Providing and Obtaining Credit -- Advanced Issues in Cash Management and

Standard and Poor's guide to measuring and managing credit risk

international trade and minimizing credit risk -- Miscellaneous -- Miscellaneous issues in multinational finance