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The Credit Risk of Complex Derivatives
Erik Banks
€ 194.44
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Description for The Credit Risk of Complex Derivatives
Paperback. Series: Finance and Capital Markets Series. Num Pages: 401 pages, biography. BIC Classification: KCB; KFFM; KJ. Category: (G) General (US: Trade). Dimension: 216 x 140 x 23. Weight in Grams: 513.
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.
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.
Product Details
Format
Paperback
Publication date
1997
Publisher
Palgrave Macmillan United Kingdom
Number of pages
401
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
393
Place of Publication
Basingstoke, United Kingdom
ISBN
9781349144860
SKU
V9781349144860
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for The Credit Risk of Complex Derivatives
' ...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