Finance and Capital Markets Series

The Credit Risk of Complex Derivatives

Authors: Banks, Erik

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eBook $189.00
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  • ISBN 978-1-349-14484-6
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Hardcover $249.99
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  • ISBN 978-0-333-69462-6
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Softcover $249.00
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  • ISBN 978-1-349-14486-0
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About this book

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.

Reviews

' ...the author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge. ....essential reference material for any derivative-focused credit department.' - Tony Aston of Chase Manhattan, London in Risk


Table of contents (9 chapters)

Table of contents (9 chapters)

Buy this book

eBook $189.00
price for USA (gross)
  • ISBN 978-1-349-14484-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $249.99
price for USA
  • ISBN 978-0-333-69462-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $249.00
price for USA
  • ISBN 978-1-349-14486-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
The Credit Risk of Complex Derivatives
Authors
Series Title
Finance and Capital Markets Series
Copyright
1997
Publisher
Palgrave Macmillan UK
Copyright Holder
Erik Banks
eBook ISBN
978-1-349-14484-6
DOI
10.1007/978-1-349-14484-6
Hardcover ISBN
978-0-333-69462-6
Softcover ISBN
978-1-349-14486-0
Edition Number
2
Number of Pages
VIII, 393
Topics