The Credit Risk of Complex Derivatives

by Erik Banks

Book Overview

This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit...

• Format: Paperback
• Language: English
• ISBN: 134914486X
• ISBN13: 9781349144860
• Release Date: January 1997
• Publisher: Palgrave MacMillan
• Length: 393 Pages
• Weight: 1.13 lbs.
• Dimensions: 0.9" x 5.5" x 8.5"