[推荐]The Credit Risk of Complex Derivatives

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Contents

PART I DERIVATIVES, CREDIT, AND RISK MANAGEMENT 1 An Overview of the Derivatives Marketplace

2 Derivative Losses

3 Risk Governance and Risk Management

4 Regulatory and Industry Initiatives

Part II THE CREDIT RISK OF COMPLEX DERIVATIVES 5 Classification and Quantification of Credit Risk

6 Quantifying Option Credit Risk

7 The Credit Risk of Compound Option Strategies

8 The Credit Risk of Complex Options

9 Quantifying Swap Credit Risk

10 The Credit Risk of Complex Swaps

Part III CREDIT PORTFOLIO RISK MANAGEMENT ISSUES 11 Credit Risk Management of Derivative Portfolios

12 Credit Risk Portfolio Models

13 Credit Risk Management of Derivative Portfolios:Qualitative Issues

象征性地收点钱：）

17806.rar (2.12 MB, 需要: 10 个论坛币) 本附件包括：

• The Credit Risk of Complex Derivatives.pdf

2005-6-25 22:07:00 上传

[推荐]The Credit Risk of Complex Derivatives
需要: 10 个论坛币  [购买]

[此贴子已经被作者于2005-6-25 23:40:06编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：derivatives credit risk Derivative Complex Credit derivatives The Credit Risk Complex

好书支持一下！

看看

Thanks