Modelling Single-name and Multi-name Credit Derivatives
Book Details
Format
Hardback or Cased Book
Book Series
The Wiley Finance Series
ISBN-10
0470519282
ISBN-13
9780470519288
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
25.10 x 17.40 x 3.40 cms
Product Classification:
Investment & securities
Ksh 16,000.00
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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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