"Credit Derivatives and Credit Linked Notes" is a complete reference work on credit derivatives and offers comprehensive information on credit derivative products, applications, pricing / valuation approaches, documentation issues and accounting/ taxation aspects of such transactions. The book includes:

- Coverage of all major credit derivative structures including credit derivatives, credit linked notes, repackaging structures and portfolio securitization.

- Examples of applications.

- Pricing approaches and models as well as credit portfolio management.

- Regulatory framework for credit derivatives.

- Documentation, accounting and taxation of credit derivative structures.

- Implications of credit derivatives for banking and credit management generally. Это и многое другое вы найдете в книге Credit Derivatives and Credit Linked Notes (Satyajit Das)