Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments
Author(s)
Chacko, George
Sjoman, Anders
Motohashi, Hideto
Dessain, Vincent
Chacko, George
Sjoman, Anders
Motohashi, Hideto
Dessain, Vincent
Written To Explain How To Manage Risk In Your Own Organisation & For Those Wishing To Manage Risk On A Full Time Basis, This Text Offers The Essential Knowledge About Credit Risk. Pt. I. What Is Credit Risk? -- Introduction -- About Credit Risk -- Pt. Ii. Credit Risk Modeling -- Modeling Credit Risk : Structural Approach -- Modeling Credit Risk : Alternative Approaches -- Pt. Iii. Typical Derivatives -- Credit Default Swaps -- Collateralized Debt Obligations. George Chacko ... [et Al.]. Includes Bibliographical References And Index.
| Name in long format: | Credit Derivatives: A Primer on Credit Risk, Modeling, and Instruments |
|---|---|
| ISBN-10: | 0131467441 |
| ISBN-13: | 9780131467446 |
| Book pages: | 256 |
| Book language: | en |
| Edition: | 1 |
| Binding: | Hardcover |
| Publisher: | FT Press |
| Dimensions: | Height: 9.18 Inches, Length: 6.25 Inches, Weight: 1.24340715768 Pounds, Width: 0.94 Inches |
