Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.
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Credit Derivatives explains the major types of creditderivatives and their unique features, illustratinghow they work in the real world through numerousexamples. You will learn the key skill of pricingcredit derivatives and the factors that must be takeninto account, including time to maturity, probability ofdefault, and expected recovery value.
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