Credit derivatives : application, pricing, and risk management
Gunter Meissner
| Year of publication: |
2005 ; 1. publ.
|
|---|---|
| Authors: | Meissner, Gunter |
| Publisher: |
Malden, Mass. [u.a.] : Blackwell |
| Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Theorie | Theory | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [bvbr.bib-bvb.de] ; Table of Contents [loc.gov] ; Description [bvbr.bib-bvb.de] |
| Extent: | XIII, 232 S graph. Darst |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook ; Glossar enthalten ; Glossary included |
| Language: | English |
| Notes: | Includes bibliographical references and index The market for credit derivatives -- The credit derivatives products -- Synthetic structures -- The application of credit derivatives -- The pricing of credit derivatives : simple approaches, structural models, reduced form models -- The risk management with credit derivatives |
| ISBN: | 1-4051-2676-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002140768