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The Credit Risk of Complex Derivatives

The Credit Risk of Complex Derivatives

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780333694626
Condition
New
Product 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.

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