Credit derivatives and credit linked notes

書誌事項

Credit derivatives and credit linked notes

[editor & principal contributor], Satyajit Das

(Wiley frontiers in finance)

Wiley, 2000

2nd ed

タイトル別名

Managing credit portfolios : the complete creditmetrics

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注記

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

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