The Credit Risk of Complex Derivatives

Viac o knihe

Focusing on the credit risks associated with modern financial derivatives, the book begins with an overview of the regulatory landscape and the heightened focus on risk management. It offers a thorough examination of complex options and swaps, supported by numerous examples and illustrations. The concluding sections delve into portfolio credit risk issues and techniques, aiming to provide a clear and effective understanding of the intricacies of credit risk in complex derivatives.