Credit risk of complex derivatives, the
Auteur :
Banks, Erik
Éditeur :
Palgrave Macmillan
ISBN :
9781349144860
Date de publication :
1 janv. 1997
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. 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.