Fixed income developments : credit derivatives, credit risk and interest rate derivatives

"Fixed Income Developments" provides detailed coverage of the latest instruments and techniques used in the fields of interest rate and credit risk modeling, and credit derivative pricing.

With contributions from leaders in the field who include: Philipp Schonbucher, Dariusz Gatarek, Lane Hughston and Phillipe Balland, it covers the most up-to-date techniques developed by practitioners and academics, and covers topics that range from the Libor market model to hybrid modelling, a subject that has become of considerable relevance in modern institutional banking.