Credit Default Swaps
Christopher L. Culp, Andria van der Merwe, Bettina J. Stärkle, et al.
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Springer International Publishing
Sozialwissenschaften, Recht, Wirtschaft / Betriebswirtschaft
Beschreibung
This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.
Kundenbewertungen
asset-backed securities, CDS, market crisis, indices, credit risk transfer, loans, insurance, Credit Default Swaps, investments and securities, index products