More Details about Credit Derivatives: Focusing on the Indian Credit Derivatives Market

General Information  
Author(s)K Vaidyanathan
PublisherMcGraw Hill
BindingHard Cover
Publish YearJuly 2014


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.