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Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications (Wiley Series in Financial Engineering) [Hardcover]

Janet M. Tavakoli
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Table of Contents

Introduction. Credit Derivatives Market Overview. Total Rate of Return Swaps––Synthetic Financing. Credit Default Swaps and Options. Exotic Structures. Sovereign Risk and Emerging Markets. Credit–Linked Notes. Synthetic Collateralized Loan Obligations. Selected Documentation, Regulatory, Booking, and Legal Issues. Future of the Global Market. Selected Bibliography. Index.

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