Credit derivatives.
Overview
| Works: | 9 works in 5 publications in 5 languages | |
|---|---|---|
Titles
Perturbation methods in credit derivatives = strategies for efficient risk management /
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Asset securitisation and synthetic structures = innovations in the European credit markets /
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Credit treasury = a credit pricing guide in liquid and non-liquid markets /
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Quantitative credit portfolio management = practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk /
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Credit default swaps = mechanics and empirical evidence on benefits, costs, and inter-market relations /
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Subjects