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