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Modelling Single-name and Multi-name Credit Derivatives

By: (Author) Dominic O'Kane

Werezi Extended Catalogue
Delivery in 34 days

Ksh 16,000.00

Format: Hardback or Cased Book

ISBN-10: 0470519282

ISBN-13: 9780470519288

Series: The Wiley Finance Series

Publisher: John Wiley & Sons Inc

Imprint: John Wiley & Sons Inc

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Jul 4th, 2008

Print length: 512 Pages

Weight: 1,008 grams

Dimensions (height x width x thickness): 25.10 x 17.40 x 3.40 cms

Product Classification: Investment & securities

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Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners.

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