Credit derivatives & synthetic structures

Credit derivatives & synthetic structures

a guide to instruments and applications

द्वारा Janet M. Tavakoli
3/5
(21 वोट)
प्रारूप
312 पृष्ठों, Hardcover
पहले प्रकाशित
2001
प्रकाशकों
Wiley
विषयों
Credit derivatives·Derivative securities·Risk management·Credit·Default
भाषा
English

Thank you to everyone who took the time to review this book. A review posted June 26, 1999 incorrectly claimed I'm the Queen of RAVs, but it's not me.

Great book for introduction of CDS and other structured products. I work in risk and this book helped clarify several things.

This is a good book about how credit risk derivatives are handled in the daily practice of a big international bank. Although the author clearly knows her math the book contains hardly any formula.

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