Credit derivatives : techniques to manage credit risk for financial professionals / Erik Banks, Morton Glantz, Paul Siegel.
Series: Mcgraw-hill financial education series: Publisher: [S.l.] : McGraw-Hill, 2006Edition: 1st edDescription: 304 p. ; 24 cmISBN: 0071453148 (hardcover); 9780071453141 (hardcover)DDC classification: 332.6457 Online resources: Amazon.com Summary: Credit Derivatives explains the major types of credit derivatives and their unique features, illustrating how they work in the real world through numerous examples. You will learn the key skill of pricing credit derivatives and the factors that must be taken into account, including time to maturity, probability of default, and expected recovery value.| Item type | Current location | Home library | Call number | Status | Date due | Barcode | Item holds |
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Central Library (CL) | Central Library (CL) | 332.457 BAN (Browse shelf) | Available | NBS8043 |
Total holds: 0
Credit Derivatives explains the major types of credit derivatives and their unique features, illustrating how they work in the real world through numerous examples. You will learn the key skill of pricing credit derivatives and the factors that must be taken into account, including time to maturity, probability of default, and expected recovery value.
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