Credit Derivatives

PRODUCTS AND STRUCTURES; Credit Derivative - Instuments (S. Das); Credit-Linked Structured Notes (S. Das). APPLICATIONS; Credit Derivatives Applications (S. Das); PRICING AND VALUATION ISSUES; Valuation and Pricing of Credit Derivatives (S. Das); Using Default Rates to Model the Term Structures of Credit Risk (J. Fons); Analytics and Algorithms for Credit Derivatives (H. Stedman); CreditMetricsTM: Assessing the Marginal Risk Contribution of Credit (G. Gupton); Modeling Default Risk (P. Crosbie); Historical Default Rates of Corporate Bond Issuers 1920-1996 (L. Carty & D. Lieberman); Moody's Rating Migration and Credit Quality Correlation 1920-1996 (L. Carty); MARKETS; The Market for Credit Derivatives (R. Reoch); RATING, DOCUMENTATION, ACCOUNTING AND TAXATION ISSUES; Rating Implications of Credit Derivatives (N. Anderson); Legal, Documentation and Regulatory Issues of Credit Derivatives (C. Brown); Accounting and Taxation Implications of Credit Derivatives (P. Waterhouse); CONCLUSIONS; Developments in the Market for Credit Derivatives (S. Das); Index.