Credit derivatives and credit linked notes
Author(s)
Bibliographic Information
Credit derivatives and credit linked notes
(Wiley frontiers in finance)
Wiley, 2000
2nd ed
- Other Title
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Managing credit portfolios : the complete creditmetrics
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Note
Rev. ed. of: Credit derivatives / Satyajit Das (ed.). New York : Wiley, 1998
"Managing credit portfolios : the complete creditmetrics / Riskmetrics Group"--CD-ROM
Includes bibliographical references and index