Credit derivatives
Subtitle: trading & management of credit & default risk
By: Satyajit Das (ed.).
Contributors: Das, Satyajit.
Series: Wiley frontiers in finance
Publisher: Wiley
Published: 1998
Place of publication: New York
Language: eng
Number of pages: 564
Subjects: Derivative securities; Credit -- Management; Risk management; Default (Finance)
Other titles: Trading and management of credit and default
Notes: Includes bibliographical references and index.
"Contains 2 spreadsheets to aid calculation of CreditMetrics": Accompanying computer disk.