Credit Risk of Complex Derivatives
Inbunden, Engelska, 1997
2 089 kr
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' ...the author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge...essential reference material for any derivative-focused credit department.' - Tony Aston of Chase Manhattan, London in Risk;This new edition of Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
Produktinformation
- Utgivningsdatum1997-05-13
- Mått140 x 216 x 27 mm
- Vikt658 g
- FormatInbunden
- SpråkEngelska
- SerieFinance and Capital Markets Series
- Antal sidor393
- Upplaga2
- FörlagPalgrave Macmillan
- ISBN9780333694626
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