Items related to Credit Derivatives: Techniques to Manage Credit Risk...

Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals (McGraw-Hill Financial Education Series) - Hardcover

Banks, Erik; Glantz, Morton; Siegel, Paul

 
9780071453141: Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals (McGraw-Hill Financial Education Series)

Synopsis

Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.

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