Search Results for Credit derivatives -- Prices.

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00IIE
Cover image for Financial risk manager handbook plus test bank : FRM Part I/Part II
Financial risk manager handbook plus test bank : FRM Part I/Part II
by 
Jorion, Philippe, 1955-
Format: 
Books
Publication Date 
2011
Excerpt: 
Contents note continued: ch. 21 Measuring Default Risk from Market Prices -- ch. 22 Credit Exposure
Available: Copies:
Cover image for Financial risk management : models, history, and institutions
Financial risk management : models, history, and institutions
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
Available: Copies:
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