Tuesday, February 26, 2008
Recent credit derivative books

I've ordered these from Amazon

  • Credit Derivatives: Life after Copulas

http://www.amazon.co.uk/exec/obidos/ASIN/9812709495

  • Credit Derivative Strategies: New Thinking on Managing Risk and Return

http://www.amazon.co.uk/exec/obidos/ASIN/1576601870

In the meantime I am rereading Tavokalis' Collateralized Debt Obligations and Structured Finance

http://www.amazon.co.uk/Collateralized-Debt-Obligations-Structured-Finance/dp/0471462209/ref=sr_1_2?ie=UTF8&s=books&qid=1204044324&sr=1-2

 - the recent subprime events make it worth a revisit!

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Tuesday, February 26, 2008 4:43:05 PM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback
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