MARC Record from marc_columbia

LEADER: 04069cam a22003734a 4500
001 6865245
005 20221122054219.0
008 080424t20082008nyua b 001 0 eng
010 $a 2008018185
019 $a184828007
020 $a9780071549523
020 $a0071549528
024 $a40015728487
035 $a(OCoLC)ocn226304759
035 $a(OCoLC)226304759$z(OCoLC)184828007
035 $a(NNC)6865245
035 $a6865245
040 $aDLC$cDLC$dBTCTA$dBAKER$dYDXCP$dC#P$dOrLoB-B
050 00 $aHG6024.A3$bC753 2008
082 00 $a332.64/57$222
245 04 $aThe credit derivatives handbook :$bglobal perspectives, innovations, and market drivers /$cGreg N. Gregoriou, Paul U. Ali, editors.
260 $aNew York :$bMcGraw-Hill,$c[2008], ©2008.
300 $axxiv, 406 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references and index.
505 00 $gPt. 1.$tInnovations in Credit Default Swaps -- $gCh. 1.$tThe Changing Face of Credit Default Swaps /$rPaul U. Ali and Jan Job de Vries Robbe -- $gCh. 2.$tDerivatives in Islamic Finance /$rAndreas A. Jobst -- $gCh. 3.$tCredit Derivatives and the Resolution of Financial Distress /$rStephen J. Lubben -- $gCh. 4.$tAsymmetric Information and Opacity in Credit Derivatives Markets /$rAntonio Nicolo and Loriana Pelizzon -- $gCh. 5.$tThe Role of Macro and Country-Specific Factors on the Use of Credit Derivatives: Sovereign Credit Default Swap Market /$rMehmet Orhan and M. Nihat Solakoglu -- $gPt. 2.$tPricing Credit Default Swaps -- $gCh. 6.$tPricing Credit Derivatives with a Copula-Based Actuarial Model for Credit Risk /$rGiovanni Masala, Massimiliano Menzietti and Marco Micocci -- $gCh. 7.$tAsset Dynamics Estimation and Its Impact on CDS Pricing /$rPascal Francois and Georges Hubner -- $gCh. 8.$tA Unified Approach to the Theory of Default Risk and Credit Derivatives /$rFrancois-Eric Racicot and Raymond Theoret -- $gCh. 9.$tInvestigating the Link between Credit Default Swap Spreads and the U.S. Financial Market /$rHayette Gatfaoui -- $gPt. 3.$tDesign and Pricing of Collateralized Debt Obligations -- $gCh. 10.$tDesign of Collateralized Debt Obligations: The Impact of Target Ratings on the First Loss Piece /$rMarc Gurtler, Martin Hibbeln and Sven Olboeter -- $gCh. 11.$tOn the Pricing of Collateralized Debt Obligations /$rRaquel M. Gaspar and Thorsten Schmidt -- $gCh. 12.$tPricing Forward-Starting Collateralized Debt Obligations Using Dynamic Copula Processes /$rDaniel Totouom and Margaret Armstrong -- $gCh. 13.$tIdentifying Systemic and Idiosyncratic Risk from Standardized Single-Tranche Collateralized Debt Obligations /$rJorge A. Chan-Lau and Yinqiu Lu -- $gCh. 14.$tDefault Contagion in Large Homogeneous Portfolios /$rAlexander Herbertsson -- $gPt. 4.$tAsset Allocation and Credit Derivatives -- $gCh. 15.$tAn Asset Allocation Problem with Credit Derivatives /$rFrancesco Menoncin -- $gCh. 16.$tSynthetic Collateralized-Debt-Obligation-Squared Pricing Methodologies /$rDominique Guegan and Julien P. Houdain -- $gCh. 17.$tThe Role of Credit and Credit Index Derivatives in Portfolio Management: Asset Allocation Issues and Opportunities /$rR. McFall Lamm, Jr.
520 1 $a"In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds."--BOOK JACKET.
650 0 $aCredit derivatives.$0http://id.loc.gov/authorities/subjects/sh98007287
700 1 $aGregoriou, Greg N.,$d1956-$0http://id.loc.gov/authorities/names/n2003104504
700 1 $aAli, Paul A. U.$0http://id.loc.gov/authorities/names/no00008552
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0834/2008018185-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0834/2008018185-d.html
852 00 $boff,bus$hHG6024.A3$iC753 2008