The J.P. Morgan guide to credit derivatives :
The J.P. Morgan guide to credit derivatives : with contributions from the RiskMetrics Group /
Guide to credit derivatives
- London : Risk Publications, c1999.
- 72 p. : ill ; 24cm
The book detail the market's development, basic structures, investment application, pricing considerations, a detailed discussion of the CreditMetrics model, the regulatory, environment and synthetic securitization.
Derivative securities.
Risk management.
Credit derivatives.
HG6024.A3 / J66 1999
332.6457 / MOR
The book detail the market's development, basic structures, investment application, pricing considerations, a detailed discussion of the CreditMetrics model, the regulatory, environment and synthetic securitization.
Derivative securities.
Risk management.
Credit derivatives.
HG6024.A3 / J66 1999
332.6457 / MOR