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

Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading cred

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