TY  - BOOK
ED  - J.P. Morgan & Co.
ED  - RiskMetrics Group.
TI  - The J.P. Morgan guide to credit derivatives: with contributions from the RiskMetrics Group 
AV  - HG6024.A3 J66 1999
U1  - 332.6457 
PY  - 1999///
CY  - London
PB  - Risk Publications
KW  - Derivative securities
KW  - Risk management
KW  - Credit derivatives
N2  - 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
ER  -