by
Jorion, Philippe, 1955-
Format:
Books
Publication Date
2011
Excerpt:
-- ch. 23 Credit Derivatives and Structured Products -- ch. 24 Managing Credit Risk -- pt. SEVEN
by
Malz, Allan M.
Format:
Books
Publication Date
2011
Excerpt:
Option vega risk. -- 6 Credit and counterparty risk. -- 6.1 Defining credit risk. -- 6.2 Credit risky