總代理/The Credit Risk of Complex Derivatives
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開始行:
* The Credit Risk of Complex Derivatives, 3rd Edition [#r...
#ref(1403916691.jpg,right,around)
Finance and Capital Markets Series &br;
''Erik Banks''
#contents
** Reviews [#h9a849bb]
- The author of this book deserves praise for providing a...
** Description [#b3a68281]
- Since the publication of the second edition of The Cred...
-- Derivative losses
-- Risk governance and risk management efforts
-- Regulatory initiatives and advances
-- Credit risk portfolio models
- Aimed at clients, intermediaries and regulators, this e...
** Contents [#ibd965f0]
- Preface
- PART I: DERIVATIVES, CREDIT AND RISK MANAGEMENT
-- An Overview of the Derivatives Marketplace
-- Derivative Losses
-- Risk Governance and Risk Management
-- Regulatory Initiatives and Advances
- PART II: THE CREDIT RISK OF COMPLEX DERIVATIVES
-- Classification and Quantification of Credit Risk
-- Quantifying Option Credit Risk
-- The Credit Risk of Compound Option Strategies
-- The Credit Risk of Complex Options
-- Quantifying Swap Credit Risk
-- The Credit Risk of Complex Swaps
- PART III: CREDIT PORTFOLIO RISK MANAGEMENT ISSUES
-- Credit Risk Management of Derivative Portfolios: Quant...
-- Credit Risk Portfolio Models
-- Credit Risk Management of Derivative Portfolios: Quali...
- Appendix 1: Option Valuation
- Appendix 2: Twenty Questions for the Derivatives Desk
- Appendix 3: ISDA 2002 Master Agreement
- Glossary
- References
- Index
** Author Biographies [#td549166]
- ERIK BANKS has held senior risk management positions at...
** Category [#pbe68e9e]
- [[商業]]、[[金融]]、[[經濟]]
** Product Details [#w7c86ddc]
- Hardcover: 576 Pages
- Publisher: Palgrave Macmillan; 3 edition (Dec 02, 2003)
- ISBN-10: 1403916691
- ISBN-13: 9781403916693
- Product Dimensions: 234 x 156 mm
- List Price: GBP125.00
- Knowbook No. #088-26
** External links [#k167afa7]
- [[Palgrave.com: The Credit Risk of Complex Derivatives,...
- [[Amazon.com: The Credit Risk of Complex Derivatives: T...
- [[The credit risk of complex derivatives [WorldCat.org]...
- [[The Credit Risk of Complex Derivatives - Google Book ...
終了行:
* The Credit Risk of Complex Derivatives, 3rd Edition [#r...
#ref(1403916691.jpg,right,around)
Finance and Capital Markets Series &br;
''Erik Banks''
#contents
** Reviews [#h9a849bb]
- The author of this book deserves praise for providing a...
** Description [#b3a68281]
- Since the publication of the second edition of The Cred...
-- Derivative losses
-- Risk governance and risk management efforts
-- Regulatory initiatives and advances
-- Credit risk portfolio models
- Aimed at clients, intermediaries and regulators, this e...
** Contents [#ibd965f0]
- Preface
- PART I: DERIVATIVES, CREDIT AND RISK MANAGEMENT
-- An Overview of the Derivatives Marketplace
-- Derivative Losses
-- Risk Governance and Risk Management
-- Regulatory Initiatives and Advances
- PART II: THE CREDIT RISK OF COMPLEX DERIVATIVES
-- Classification and Quantification of Credit Risk
-- Quantifying Option Credit Risk
-- The Credit Risk of Compound Option Strategies
-- The Credit Risk of Complex Options
-- Quantifying Swap Credit Risk
-- The Credit Risk of Complex Swaps
- PART III: CREDIT PORTFOLIO RISK MANAGEMENT ISSUES
-- Credit Risk Management of Derivative Portfolios: Quant...
-- Credit Risk Portfolio Models
-- Credit Risk Management of Derivative Portfolios: Quali...
- Appendix 1: Option Valuation
- Appendix 2: Twenty Questions for the Derivatives Desk
- Appendix 3: ISDA 2002 Master Agreement
- Glossary
- References
- Index
** Author Biographies [#td549166]
- ERIK BANKS has held senior risk management positions at...
** Category [#pbe68e9e]
- [[商業]]、[[金融]]、[[經濟]]
** Product Details [#w7c86ddc]
- Hardcover: 576 Pages
- Publisher: Palgrave Macmillan; 3 edition (Dec 02, 2003)
- ISBN-10: 1403916691
- ISBN-13: 9781403916693
- Product Dimensions: 234 x 156 mm
- List Price: GBP125.00
- Knowbook No. #088-26
** External links [#k167afa7]
- [[Palgrave.com: The Credit Risk of Complex Derivatives,...
- [[Amazon.com: The Credit Risk of Complex Derivatives: T...
- [[The credit risk of complex derivatives [WorldCat.org]...
- [[The Credit Risk of Complex Derivatives - Google Book ...
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