Derviative Credit Risk 2nd Edition: Advances in Measurement and Management

Derviative Credit Risk 2nd Edition: Advances in Measurement and Management

ISBN: 9781899332489
Publisher: Risk Books
Publication Date: 1999-09
Number of pages: 280
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DESCRIPTION

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.

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