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The Credit Risk of Complex Derivatives

by Erik Banks

Part of the Finance and Capital Markets Series Series

The Credit Risk of Complex Derivatives Synopsis

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.

The Credit Risk of Complex Derivatives Press Reviews

' ...the author of this book deserves praise for providing a valuable reference for those looking to improve their technical and product knowledge. ....essential reference material for any derivative-focused credit department.' - Tony Aston of Chase Manhattan, London in Risk

Book Information

ISBN: 9780333694626
Publication date: 13th May 1997
Author: Erik Banks
Publisher: Palgrave Macmillan
Format: Hardback
Pagination: 393 pages
Categories: Investment & securities,

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