Credit Derivatives Pricing

Категория: Цена и ценообразование

Credit Derivatives Pricing
Credit Derivatives Pricing
Автор
Год выпуска
2011
Издательство
Страниц
100
Цена на ozon.ru
4839 руб.
Credit derivatives are probably one of the most important types of new financial products introduced during the last decade. The market for credit derivatives was created in the early 1990s in London and New York. It is the market segment of derivative securities which is growing fastest at the moment. Particularly Credit Default Swaps (CDS) and Collateralized Debt Obligations (CDO) have gained interest not only from the market side because of a dramatic rise in traded contracts but also from an academic side because the pricing of such contracts is difficult and still an open issue.