Description - Credit Derivatives by Erik Banks
Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.
Buy Credit Derivatives by Erik Banks from Australia's Online Independent Bookstore, Boomerang Books.
(237mm x 160mm x 32mm)
Publisher: McGraw-Hill Education - Europe
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Book Reviews - Credit Derivatives by Erik Banks
Author Biography - Erik Banks
Paul Siegel (New York, NY) is chairman and CEO of The Globecon Group, a leadingprovider of consulting, education, training, and other professional development services toclients including ABN AMRO, J. P. Morgan, Deutsche Bank, and Moody's. Siegel previouslyheld executive positions at Olympia & York, Cushman & Wakefield, and Daiwa SecuritiesAmerican.