The Credit Risk of Complex Derivatives

Autor*innen

• Erik Banks

Parameter

• 393 Seiten
• 14 Lesestunden

• Wirtschaft

Mehr zum Buch

Focusing on the credit risks associated with modern financial derivatives, the book begins with an overview of the regulatory landscape and the heightened focus on risk management. It offers a thorough examination of complex options and swaps, supported by numerous examples and illustrations. The concluding sections delve into portfolio credit risk issues and techniques, aiming to provide a clear and effective understanding of the intricacies of credit risk in complex derivatives.

• Sprache: Englisch
• Erscheinungsdatum: 1997
• Einband: Hardcover