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The Credit Risk of Complex Derivatives Erik Banks

The Credit Risk of Complex Derivatives By Erik Banks

The Credit Risk of Complex Derivatives by Erik Banks


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Summary

This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. 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 Summary

The Credit Risk of Complex Derivatives by Erik Banks

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 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

Table of Contents

Foreword - PART 1: DERIVATIVES AND RISK - Introduction - Classification and Quantification of Credit Risk - PART 2: THE CREDIT RISK OF COMPLEX OPTIONS - Quantifying Option Credit Risk - The Credit Risk of Compound Option Strategies - The Credit Risk of Complex Options - PART 3: THE CREDIT RISK OF COMPLEX SWAPS - Quantifying Swap Credit Risk - The Credit Risk of Complex Swaps - PART 4: THE CREDIT RISK MANAGEMENT OF DERIVATIVE EXPOSURES - Credit Risk Management of Derivative Portfolios: Quantitative Issues - Credit Risk Management of Derivative Portfolios: Qualitative Issues - Appendixes - Option Valuation - A Model for Calculating Swap Risk - 20 Questions for the Derivatives Desk - Glossary - References

Additional information

NLS9781349144860
9781349144860
134914486X
The Credit Risk of Complex Derivatives by Erik Banks
New
Paperback
Palgrave Macmillan
1997-01-01
393
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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Customer Reviews - The Credit Risk of Complex Derivatives