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The Credit Risk of Complex Derivatives. 2nd ed.
・ISBN 978-0-333-69462-6 hard EUR 149.99
￥40,091.- (税込) ※（※）価格はご注文時の参考価格となります。
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| 著者・編者 | Banks, Eric, |
|---|---|
| シリーズ | Finance and Capital Markets Series |
| 出版社 | (Macmillan, UK) |
| 出版年月 | 1996 |
| ページ数 | 408 pp. |
| 言語 | ENG |
| ニュース番号 | ＜429-504＞ |
解説
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.