Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals

by Morton Glantz, Paul Siegel, Erik Banks

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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.

Format:Hardcover

Language:English

ISBN:0071453148

ISBN13:9780071453141

Release Date:October 2006

Publisher:McGraw-Hill Companies

Length:357 Pages

Weight:1.47 lbs.

Dimensions:1.2" x 6.3" x 9.2"

Related Subjects

Business Business & Investing Economics

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Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals

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