Derviative Credit Risk 2nd Edition: Advances in Measurement and Management
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Book Details
Author(s)
Books, Risk
Publisher
Risk Books
ISBN / ASIN
1899332480
ISBN-13
9781899332489
Marketplace
India 🇮🇳
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Description
A guide to techniques and developments for managing derivative credit risk. This second edition has been updated, and contains six new chapters on key areas such as the credit risk of credit derivatives, problems of asset allocation, modelling and simulation and credit default swaps.
