by Geoff Chaplin (Author)
This book covers the subject of Credit Derivatives from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques.
Format: Hardcover
Pages: 408
Edition: 2nd Edition
Publisher: John Wiley & Sons
Published: 05 Mar 2010
ISBN 10: 0470686448
ISBN 13: 9780470686447