Derviative Credit Risk 2nd Edition: Advances in Measurement and Management
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Product Description
* This new edition has been updated and extended to provide you with the latest techniques and developments in the derivative credit risk market * Six new specially commissioned chapters on key areas such as the credit risk of credit derivatives, problems of asset allocation, modelling and simulation and credit default swaps * Updates of the latest tools and techniques used to measure and manage derivative credit risk
Product Details
- Amazon Sales Rank: #4220745 in Books
- Published on: 1999-09
- Original language: English
- Binding: Hardcover
- 280 pages
