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The credit risk of complex derivatives

by Banks, Erik.
Additional authors: ebrary, Inc.
Series: Finance and capital markets Edition statement:3rd ed. Published by : Palgrave Macmillan, (Basingstoke, Hampshire ; | New York :) Physical details: xix, 556 p. : ill.
Subject(s): Derivative securities. | Risk management. | Electronic books.
Year: 2004
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Includes bibliographical references (p. 541-548) and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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