Derivative Credit Risk

Derivative Credit Risk Further Advances in Measurement and Management

2nd Edition

Hardback (17 Sep 1999)

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Includes delivery to the United States

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Publisher's Synopsis

A guide to techniques and developments for managing derivative credit risk. This second edition has been updated, and contains six new chapters on key areas such as the credit risk of credit derivatives, problems of asset allocation, modelling and simulation and credit default swaps.

Book information

ISBN: 9781899332489
Publisher: Risk Books
Imprint: Risk Books
Pub date:
Edition: 2nd Edition
DEWEY: 332.645
DEWEY edition: 21
Number of pages: 225
Weight: 1034g
Height: 306mm
Width: 212mm
Spine width: 20mm