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MACMILLAN The Credit Risk of Complex Derivatives (Finance and Capital Markets Series)

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Description

This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 January 1997
Listed Since
07 January 2016

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