Satyajit Das
Abstract
Introduction Credit Derivative Products Structured Credit Products 3 Credit Linked Notes Collateralised Debt Obligations Credit Derivatives Pricing and Valuation Credit Modelling/Credit Portfolio Management Credit Derivative Applications Credit Derivative Markets
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Introduction Credit Derivative Products Structured Credit Products 3 Credit Linked Notes Collateralised Debt Obligations Credit Derivatives Pricing and Valuation Credit Modelling/Credit Portfolio Management Credit Derivative Applications Credit Derivative Markets
Key concepts: Collateralized debt obligation, Credit derivative, Business, Financial system, Actuarial science, Credit history, Finance, Collateral