Research Catalog
Credit derivatives : techniques to manage credit risk for financial professionals
- Title
- Credit derivatives : techniques to manage credit risk for financial professionals / by Erik Banks, Morton Glantz, and Paul Siegel.
- Author
- Banks, Erik.
- Publication
- New York : McGraw-Hill, 2007.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Available - Can be used on site. Please visit New York Public Library - Schwarzman Building to submit a request in person. | Text | Use in library | JBE 17-1002 | Schwarzman Building - General Research Room 315 |
Details
- Additional Authors
- Description
- vi, 357 p. : ill.; 24 cm.
- Series Statement
- McGraw-Hill financial education series
- Subjects
- Bibliography (note)
- Includes bibliographical references (p. 345-347) and index.
- Contents
- Credit derivative products and applications -- An introduction to credit derivatives -- Fundamental credit derivative products -- Structured and synthetic credit products -- An overview of credit derivative applications -- Quantitative tools -- A primer on risk modeling -- A basic credit default swap model -- Modeling credit default risk -- Portfolio management of default risk -- Ancillary credit risk tools and techniques -- Regulatory, control, and legal issues -- Credit derivative documentation -- Regulatory and control issues.
- Call Number
- JBE 17-1002
- ISBN
- 0071453148 (hardcover : alk. paper)
- 9780071453141 (hardcover : alk. paper)
- LCCN
- 2006006614
- OCLC
- 64770805
- Author
- Banks, Erik.
- Title
- Credit derivatives : techniques to manage credit risk for financial professionals / by Erik Banks, Morton Glantz, and Paul Siegel.
- Imprint
- New York : McGraw-Hill, 2007.
- Series
- McGraw-Hill financial education series
- Bibliography
- Includes bibliographical references (p. 345-347) and index.
- Added Author
- Glantz, Morton.Siegel, Paul.
- Research Call Number
- JBE 17-1002