Credit Derivatives: Products, Applications and Pricing

by Satyajit Das

Book Overview

Credit Derivatives Trading & Management of Credit & Default Risk Written by some of the industry's leading names, Credit Derivatives - Trading & Management of Credit and Default Riskprovides a comprehensive overview of this increasingly important financial instrument. Credit Derivatives promise to revolutionise the management of credit risk in banking and capital markets. Credit Derivatives will be essential for commercial and investment banks as...

• Format: Hardcover
• Language: English
• ISBN: 0471248568
• ISBN13: 9780471248569
• Release Date: March 1998
• Publisher: Wiley
• Length: 564 Pages
• Weight: 2.55 lbs.
• Dimensions: 1.7" x 6.5" x 9.3"

Customer Reviews

Derivatives - best book in the market

When it comes to Derivative products, pricing, valuation, the markets, and all the other issues, such as rating, documentation, accounting and taxation, you could not get a better mentor than Satyajit DAS, and this book is his best ever. It is a collection of topics and authors who are the leaders and the best in the field. THERE is simply NO other book that can be called a HANDBOOK on Derivatives, for everyone, students, financial professions, and professors, and for beginners, as well as advanced.