{"product_id":"credit-derivatives-book-satyajit-das-9780470821596","title":"Credit Derivatives","description":"The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applications, pricing\/valuation approaches, documentation issues and accounting\/taxation aspects of such transactions. Previous editions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format -- all chapters have been written by the author, Satyajit Das. Key areas of new and enhanced coverage include: * Inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations).* Description of developments in structured credit products, including portfolio products, up-front credit default swaps, quanto credit default swaps, credit swaptions, zero recovery credit default swaps, first-to-default swaps\/ Nth to-default swaps, and many more.* Increased coverage of credit linked notes including repackaging structures.* Detailed discussion of the collateralized debt obligations (  CDO  ) market, including CDO structures, pricing and valuation, rating methodology, CDO variations, single tranche CDOs, hedging of CDO tranches, behavior of CDO tranche (equity, mezzanine, senior and super senior) investments.* Increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash-synthetic basis and its causes and behavior.* Coverage of E2C (equity to credit) hedging.* Detailed examples of applications of credit derivatives by different market participants.* Discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades.* Updated coverage of regulatory framework for credit derivatives.* Updated discussion of market structures, developments and prospects. Order your copy of this comprehensive work today.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49505624391953,"sku":"GOR002920008","price":8.99,"currency_code":"EUR","in_stock":true},{"title":"US \/ GOOD \/ SBYB","offer_id":50352843850001,"sku":"CIN0470821590G","price":0.0,"currency_code":"EUR","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0470821590.jpg?v=1750976134","url":"https:\/\/www.worldofbooks.com\/en-ie\/products\/credit-derivatives-book-satyajit-das-9780470821596","provider":"World of Books ","version":"1.0","type":"link"}