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The Credit Risk of Complex Derivatives
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The Credit Risk of Complex Derivatives

Second Edition 1997

Book Details

Format Paperback / Softback
ISBN-10 134914486X
ISBN-13 9781349144860
Edition Second Edition 1997
Publisher Palgrave Macmillan
Imprint Palgrave Macmillan
Country of Manufacture GB
Country of Publication GB
Publication Date Jan 1st, 1997
Print length 393 Pages
Ksh 23,400.00
Werezi Extended Catalogue 0 in stock

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This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. 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.

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