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Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals - Couverture rigide

Banks, Erik; Glantz, Morton; Siegel, Paul

 
9780071453141: Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals

Synopsis

Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.

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À propos de l'auteur

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

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