The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ

The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitativ

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since th

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk manageme

The market for credit derivatives--financial instruments designedto transfer credit risk from one party to another--has grownexponentially in recent years, with