Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.
- ISBN13 9780071453141
- Publish Date 16 January 2007 (first published 10 October 2006)
- Publish Status Out of Stock
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint McGraw-Hill Professional
- Format Hardcover
- Pages 368
- Language English