Counterparty Credit Risk Modelling
Author | : Michael Pykhtin |
Publisher | : Riskbooks |
Total Pages | : 399 |
Release | : 2005-01 |
ISBN-10 | : 190433976X |
ISBN-13 | : 9781904339762 |
Rating | : 4/5 (762 Downloads) |
Download or read book Counterparty Credit Risk Modelling written by Michael Pykhtin and published by Riskbooks. This book was released on 2005-01 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this new title offers the most detailed and comprehensive coverage available. Michael Pykhtin, a globally respected expert in credit risk, has combed the industry's most important organisations to assemble a winning team of specialist contributors - presenting you with the definitive insider view.