Product Details
Derviative Credit Risk 2nd Edition: Advances in Measurement and Management

Derviative Credit Risk 2nd Edition: Advances in Measurement and Management
By Risk Books

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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