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Derivative Credit Risk 2nd Edition: Further Advances in Measurement and Management (Risk executive reports)

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Derivative Credit Risk 2nd Edition: Further Advances in Measurement and Management (Risk executive reports) (Hardcover)

by Robert Jameson (Editor)

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Product details

Hardcover: 280 pages
Publisher: Risk Books; 2nd Revised edition edition (17 Sep 1999)
Language English
ISBN-10: 1899332480
ISBN-13: 978-1899332489
Product Dimensions: 29.8 x 21 x 2 cm
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Amazon.co.uk Sales Rank: 2,626,012 in Books (See Bestsellers in Books)

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Product Description

Glyn Holton, Contingency Analysis
Now in its second edition, this edited collection is the classic text on derivatives credit risk.

Product Description
A guide to techniques and developments for managing derivative credit risk. This second edition has been updated, and contains six new chapters on key areas such as the credit risk of credit derivatives, problems of asset allocation, modelling and simulation and credit default swaps.

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