Book Details
Format
Paperback / Softback
Book Series
Finance and Capital Markets Series
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
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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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