The credit risk of complex derivatives /

Derivatives and risk. The credit risk of complex options. The credit risk of complex swaps. The credit risk management of derivative exposures.

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Bibliografische gegevens
Hoofdauteur: Banks, Erik.
Formaat: Boek
Taal:English
Gepubliceerd in: Basingstoke : Macmillan, 1997.
Editie:2nd ed.
Onderwerpen:
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Thư viện lưu trữ: Mạng thư viện Đại học Đà Nẵng
Omschrijving
Samenvatting:Derivatives and risk. The credit risk of complex options. The credit risk of complex swaps. The credit risk management of derivative exposures.
Fysieke beschrijving:viii, 393 p. : ill. ; 24cm.
ISBN:0333694627