Credit derivatives : techniques to manage credit risk for financial professionals
Erik Banks, Morton Glantz, and Paul Siegel
| Year of publication: |
2007
|
|---|---|
| Authors: | Banks, Erik |
| Other Persons: | Glantz, Morton (contributor) ; Siegel, Paul (contributor) |
| Publisher: |
New York, NY [u.a.] : McGraw-Hill |
| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [digitale-objekte.hbz-nrw.de] ; Table of Contents [loc.gov] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | vi, 357 p. graph. Darst. 24cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Credit derivative products and applications -- An introduction to credit derivatives -- Fundamental credit derivative products -- Structured and synthetic credit products -- An overview of credit derivative applications -- Quantitative tools -- A primer on risk modeling -- A basic credit default swap model -- Modeling credit default risk -- Portfolio management of default risk -- Ancillary credit risk tools and techniques -- Regulatory, control, and legal issues -- Credit derivative documentation -- Regulatory and control issues. - Includes bibliographical references (p. 345-347) and index. - Formerly CIP |
| ISBN: | 0-07-145314-8 ; 978-0-07-145314-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013469396