Description
McGraw Hill Credit Derivatives: Focusing On The Indian Credit Derivatives Market by K Vaidyanathan
Credit Derivatives covers valuation and pricing of various credit derivative instruments, including their trading, structuring, cash and physical settlement, ISDA documentation, FAS and IFRS accounting treatment, and regulatory guidelines.
Using real-world case studies, the book provides an all-inclusive overview of the global and Indian credit derivative market, their auction, and settlement process in the event of a default.