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Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals
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Credit Derivatives: Techniques to Manage Credit Risk for Financial Professionals

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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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(showing 1-3)
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A
Mar 12, 2015 A rated it really liked it
solid grounding in all areas of CDS - has a math primer.
Would have been helpful if there were more examples of trades
Ros
Ros rated it it was amazing
Apr 26, 2012
Sergio Almeida
Sergio Almeida marked it as to-read
Jan 31, 2013
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