Credit Derivatives
Posted: September 10th, 2016, 3:10 pm
I am looking for a book that would complement to O'Kane. O'Kane only has
modeling related details. I am looking for some good text which would complement this book by
giving the mechanics, structure and analytics of various credit derivatives.
I have also looked through Lando and Duffie & Singleton but didn't find them helpful.
I looked up Schonbucher as well as Tavakoli but didn't find them
very helpful. Basically, I am looking for an advanced level of Bomfim's book.
I would greatly appreciate it if someone could suggest me some good reading in this area.
modeling related details. I am looking for some good text which would complement this book by
giving the mechanics, structure and analytics of various credit derivatives.
I have also looked through Lando and Duffie & Singleton but didn't find them helpful.
I looked up Schonbucher as well as Tavakoli but didn't find them
very helpful. Basically, I am looking for an advanced level of Bomfim's book.
I would greatly appreciate it if someone could suggest me some good reading in this area.