The credit risk of complex derivatives : understanding and managing the risks of exotic options, complex swaps, warrants and other synthetic derivatives

Author(s)

Bibliographic Information

The credit risk of complex derivatives : understanding and managing the risks of exotic options, complex swaps, warrants and other synthetic derivatives

Erik Banks

Probus, 1994

Available at  / 2 libraries

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Note

Bibliography: p. 215-222

Includes index

Description and Table of Contents

Description

This book provides the tools to measure the risks and benefits of this new generation of high-tech products. For financial market professionals who must stay abreast of the latest advances in financial technology, this book is a must read. Specific products examined include: Equity derivatives; Differential swaps; Mortgage swaps; Various option spreads; Warrants.

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Details

  • NCID
    BA23118717
  • ISBN
    • 1557385505
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Chicago
  • Pages/Volumes
    vii, 229 p.
  • Size
    24 cm
  • Classification
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