Credit derivatives : application, pricing, and risk management /
By: Meissner, Gunter
Material type:![](/opac-tmpl/lib/famfamfam/BK.png)
Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
REGULAR | University of Wollongong in Dubai Main Collection | 332.63 ME CR (Browse shelf) | Available | T0024471 |
Total holds: 0
"An interactive book with pricing models and examples on the Internet.".
Includes bibliographical references and index.
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.