The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously
has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals
to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive
overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As
one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books
on the application of credit derivatives. Based on proven techniques that have been tested time and again, this
comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing
models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing
Models paves a clear path for a better understanding of this complex issue.
Table of Contents
Preface.
Acknowledgements.
Abbreviations.
Notation.
1. Introduction.
2. Credit Derivatives: Overview and Hedge-Based Pricing.
