Credit derivatives and credit linked notes

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Bibliographic Information

Title
"Credit derivatives and credit linked notes"
Statement of Responsibility
[editor & principal contributor], Satyajit Das
Publisher
  • Wiley
  • 2nd ed
Publication Year
  • 2000
Book size
24 cm.
Other Title
  • Managing credit portfolios : the complete creditmetrics

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Notes

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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