The Credit Risk of Complex Derivatives

Name: The Credit Risk of Complex Derivatives
Brand: Springer Nature
SKU: 9780333694626
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Product Details

Brand

Springer Nature

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N/A

Part Number

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9780333694626

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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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