Das, Satyajit,

CREDIT DERIVATIVES AND CREDIT LINKED NOTES / Satyajit Das. - Second Edition - xxiii, 940 pages : illustrations ; 24 cm. 1 computer optical disc (4 3/4 in.) - Wiley frontiers in finance . - Wiley frontiers in finance .

Title on disc : Managing credit porfolios. Revised edition of : Credit derivatives / Satyajit Das (ed.). New York : Wiley, 1998.

Includes bibliographical references and index.

0471840319 RM321.40 9780471840312


Derivative securities
Credit --Management
Risk management
Default (Finance)

658.88