Credit derivatives : application, pricing, and risk management /
Meissner, Gunter, 1957-
Credit derivatives : application, pricing, and risk management / Gunter Meissner - Malden, MA : Blackwell, 2005 - xiii, 232 p. : ill. ; 26 cm.
'An interactive book with pricing models and examples on the Internet.'
Includes bibliographical references and index
The market for credit derivatives -- Credit derivatives products -- Synthetic structures -- Application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- Risk management with credit derivatives
1405126760 (hardback : alk. paper) RM179.55
Credit derivatives
Credit derivatives : application, pricing, and risk management / Gunter Meissner - Malden, MA : Blackwell, 2005 - xiii, 232 p. : ill. ; 26 cm.
'An interactive book with pricing models and examples on the Internet.'
Includes bibliographical references and index
The market for credit derivatives -- Credit derivatives products -- Synthetic structures -- Application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- Risk management with credit derivatives
1405126760 (hardback : alk. paper) RM179.55
Credit derivatives