The Credit Risk of Complex Derivatives

by Erik Banks

Book Overview

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance...

• Format: Paperback
• Language: English
• ISBN: 1349512990
• ISBN13: 9781349512997
• Release Date: January 2004
• Publisher: Palgrave MacMillan
• Length: 556 Pages
• Weight: 1.51 lbs.
• Dimensions: 1.2" x 5.8" x 8.3"