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Credit derivatives : techniques to manage credit risk for financial professionals
- 作者: Banks, Erik.
- 其他作者:
- 出版: New York : McGraw-Hill
- 主題: Credit derivatives , Risk management
- ISBN: 0071453148 (hbk.): US$59.95 、 9780071453141 (hbk.): US$59.95
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. 345-347) and index. Credit derivative products and applications -- An introduction to credit derivatives -- Fundamental credit derivative products -- Structured and synthetic credit products -- An overview of credit derivative applications -- Quantitative tools -- A primer on risk modeling -- A basic credit default swap model -- Modeling credit default risk -- Portfolio management of default risk -- Ancillary credit risk tools and techniques -- Regulatory, control, and legal issues -- Credit derivative documentation -- Regulatory and control issues.
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讀者標籤:
- 系統號: 005008679 | 機讀編目格式