The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk manageme

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since th