Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners.
- Limba : Engleza
- Data Publicarii : 04 Jul 2008
- Format : Hardback
- Numar pagini : 514
- ISBN : 9780470519288