Meissner, Gunter, 1957-
Credit derivatives : application, pricing, and risk management / Gunter Meissner. - Malden, MA : Blackwell Pub., 2005. - xiii, 232 p. : ill ; 26 cm.
"An interactive book with pricing models and examples on the Internet.".
The market for credit derivatives -- Credit derivatives products -- Synthetic structures -- Application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- Risk management with credit derivatives.
1405126760 (hardback : alk. paper)
2004017623
Credit derivatives.
332.63/2
Credit derivatives : application, pricing, and risk management / Gunter Meissner. - Malden, MA : Blackwell Pub., 2005. - xiii, 232 p. : ill ; 26 cm.
"An interactive book with pricing models and examples on the Internet.".
The market for credit derivatives -- Credit derivatives products -- Synthetic structures -- Application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- Risk management with credit derivatives.
1405126760 (hardback : alk. paper)
2004017623
Credit derivatives.
332.63/2