The art of credit derivatives : demystifying the black swan /

Derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed...

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Bibliographic Details

Main Author:	Garcia, João
Other Authors:	Goossens, Serge
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Chichester, West Sussex, U.K. : Wiley, ©2010.
Series:	Wiley finance series.
Subjects:	Credit derivatives. Securities. Portfolio management. Electronic books.
Online Access:	Connect to the full text of this electronic book