Introduction to Credit Derivatives

About the Author ix Preface xi Acknowledgements xiii 1 Credit Risk 1(10) 2 Credit Derivative Instruments: Part I 11(36) 3 Credit Derivative Instruments: Part II 47(12) 4 Credit Derivatives: Basic Applications 59(8) 5 Credit Derivatives Pricing and Valuation 67(12) 6 Credit Default Swap Pricing 79(12) 7 The Asset Swap-Credit Default Swap Basis 91(12) Glossary 103(6) Index 109