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The Credit Risk of Complex Derivatives

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Pages
393 pages
Reading time
14 hours

More about the book

Focusing on the credit risks associated with modern financial derivatives, the book begins with an overview of the regulatory landscape and the heightened focus on risk management. It offers a thorough examination of complex options and swaps, supported by numerous examples and illustrations. The concluding sections delve into portfolio credit risk issues and techniques, aiming to provide a clear and effective understanding of the intricacies of credit risk in complex derivatives.

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The Credit Risk of Complex Derivatives, Erik Banks

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Released
1997
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