Mastering Credit Derivatives: A step-by-step guide to credit derivatives and structured credit, Second Edition

Copyright

PEARSON EDUCATION LIMITED

Edinburgh GateHarlow CM20 2JETel: [phone]Fax: [phone]Website: www.pearsoned.co.uk

First published in Great Britain in 1999

Second edition published 2008

© Pearson Education Limited 1999©

© Credit Hedge Limited 2008©

The right of Andrew Kasapis to be identified as author of this work has been asserted by him in accordance with the Copyright, Designs and Patents Act 1988.

ISBN: 978-0-273-71485-9

British Library Cataloguing in Publication Data

A catalogue record for this book is available from the British Library

Library of Congress Cataloging-in-Publication Data

Kasapis, Andrew.  Mastering credit derivatives : a step-by-step guide to creditderivatives and structured credit / Andrew Kasapis.  -- 2nd ed.      p. cm.  ''First published in Great Britain in 1999.''  Includes bibliographical reference and index.  ISBN 978-0-273-71485-9  (pbk.) 1.  Credit derivatives. 2.  Credit--Management.  I. Title.  HG6024.A3K376 2008  332.7--dc22                                                              2008041027 ...