Credit derivatives :

Das, Satyajit.

Credit derivatives : CDOs and structured credit products / Satjayit Das. - 3rd ed. - Singapore ; Hoboken, NJ : John Wiley & Sons (Asia), 2005. - xii, 800 p. : ill. ; 24 cm. - [Wiley finance] . - Wiley finance series. .

Rev. ed. of: Credit derivatives and credit linked notes / Satyajit Das [editor and principal contributor]. 2nd ed. 2000. Series statement on jacket.

Includes bibliographical references and index.

0470821590

2005277179


Derivative securities.
Credit--Management.
Risk management.
Default (Finance)

HG6024.A3 / C74 2005

332.645 DAS

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