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Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals
Credit Derivatives explains the major types of credit derivatives and their unique features, illustrating how they work in the real world through numerous examples. You will learn the key skill of pricing credit derivatives and the factors that must be taken into account, including time to maturity, probability of default, and expected recovery value.
Hardcover, 357 pages
Published October 1st 2006 by McGraw-Hill Companies
(first published 2006)
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