||3 of 3 people found the following review helpful.| a practical guide|By K. J. Broekema|This is a good book about how credit risk derivatives are handled in the daily practice of a big international bank. Although the author clearly knows her math the book contains hardly any formula. Since I am a model builder and most clients of our treasury consultancy firm are medium seize companies there initially was a misfit. However thi||"If you want to know more about credit derivatives-and these days an increasing number of people do-then you should read this book."-Merton H. Miller, winner, Nobel Prize in Economics, 1990; Robert R. McCormick Distinguished Service Professor Emeritus, Univer
Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. "If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book." --Merton H. Miller, winner, Nobel ...
[PDF.mm36] Credit Derivatives and Synthetic Structures: A Guide to Instruments and Applications Rating: 3.95 (702 Votes)
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