Français
Credit Derivatives: Application, Pricing, and Risk Management
Appartenance & droits
2004
232
1-4051-2676-0
134.06-MEISS
DERIVATIVE MARKET ; CREDIT RISK ; FINANCIAL RISK ; SWAP ; BOND ; MODEL ; FINANCIAL MATHEMATICS ; RISK MANAGEMENT ; ALGEBRA ; FINANCIAL STATISTICS ; CALCULUS ; FINANCING
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | [available] |
Comment :
ISBN 13 : 978-1-4051-2676-2
Contents : Contents
Contents
Introduction: The Basics of Credit Derivatives.
1. The Market for Credit Derivatives.
2. Credit Derivative Products.
3. Synthetic Structures.
4. Application of Credit Derivatives.
5. The Pricing of Credit Derivatives.
6. Risk Management with Credit Derivatives.
Appendix.
Glossary of Notation.
Glossary of Terms.
Index
Language : English
Place of publishing : TORONTO
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque