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Credit Derivatives (Mcgraw-Hill Financial Education)
Credit Derivatives - Mcgraw-Hill Financial Education
Author: Erik Banks, Morton Glantz, Paul Siegel
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 rec...  more »
ISBN-13: 9780071453141
ISBN-10: 0071453148
Publication Date: 9/19/2006
Pages: 304
Edition: 1
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Publisher: McGraw-Hill
Book Type: Hardcover
Members Wishing: 0
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