Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals

Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals

by Erik Banks, Morton Glantz, Paul Siegel
     
 

Credit Derivatives explains the major types of credit

derivatives and their unique features, illustrating

how they work in the real world through numerous

examples. You will learn the key skill of pricing

credit derivatives and the factors that must be taken

into account, including time to maturity, probability of

default, and expected recovery value.See more details below

Overview

Credit Derivatives explains the major types of credit

derivatives and their unique features, illustrating

how they work in the real world through numerous

examples. You will learn the key skill of pricing

credit derivatives and the factors that must be taken

into account, including time to maturity, probability of

default, and expected recovery value.

Product Details

ISBN-13:
9780071453141
Publisher:
McGraw-Hill Professional Publishing
Publication date:
09/19/2006
Series:
McGraw-Hill Financial Education Series
Pages:
304
Product dimensions:
6.10(w) x 8.90(h) x 1.25(d)

Meet the Author

Paul Siegel (New York, NY) is chairman and CEO of The Globecon Group, a leading

provider of consulting, education, training, and other professional development services to

clients including ABN AMRO, J. P. Morgan, Deutsche Bank, and Moody’s. Siegel previously

held executive positions at Olympia & York, Cushman & Wakefield, and Daiwa Securities

American.

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