The Credit Risk of Complex Derivatives - Finance and Capital Markets Series
The Credit Risk of Complex Derivatives - Finance and Capital Markets Series
paperback
Published:
1 January, 1997
paperback
Published:
1 January, 1997
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Description
This edition of The 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.
More Details
| Type | Book |
|---|---|
| ISBN13 | 9781349144860 |
| ISBN10 | 134914486X |
| Number Of Pages | 393 |
| Item Weight | 1000 g |
| Publisher / Reseller | Palgrave Macmillan |
| Format | paperback |
| Edition | Second Edition 1997 |
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Media Reviews
' ...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