Книги
Credit Derivatives: Instruments, Applications, and Pricing
Credit Derivatives: Instruments, Applications, and Pricing / M. J.P. Anson [et al.]. — New Jersey : J.Wiley & Sons, 2004. — 341 p.. — (The Frank J. Fabozzi Series). — Index: p.319-341. — (в пер.) : 2915.00 р.
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УДК:339.7
Рекомендовано к ознакомлению
- 1. Castagnino, J.-P. Derivatives: The Key Principles / J.-P. Castagnino. — 2nd Ed.. — UK : Richmond, 2004. — 294 p.
- 2. Schmid, B. Credit Risk Pricing Models / B. Schmid. — 2nd Ed.. — Berlin : Springer, 2004. — 384 p.. — (Springer Finance).
- 3. Choudhry, M. Structured Credit Products / M. Choudhry. — Singapore : J.Wiley & Sons (Asia), 2004. — 430 p.. — (Wiley Finance).
- 4. Chance, M. Don Analysis of Derivatives for the CFA Program / M. Don Chance. — Baltimore : Association for Investment Management and Research, 2003. — 656 p.
- 5. CreditRisk+ in the Banking Industry / Ed. M. Gundlach, Ed. F. Lehrbass. — Berlin : Springer, 2004. — 369 p.. — (Springer Finance).
- 6. Skinner, F. Pricing and Hedging Interest and Credit Risk Sensitive Instruments / F. Skinner. — Amsterdam : Elsevier, 2005. — 375 p.. — (Elsevier Finance).
- 7. Bluhm, C. An Introduction to Credit Risk Modeling / C. Bluhm, L. Overbeck, C. Wagner. — London : Chapman & Hall, 2003. — 298 p.. — (Chapman & Hall).
- 8. Das, S. Swaps/Financial Derivatives / S. Das. — 3rd Ed.. — London : J.Wiley & Sons (Asia), 2004. — P. 883-2200 p.. — (Wiley Finance).
- 9. McNeil, A.J. Quantitative Risk Management / A.J. McNeil, R. Frey, P. Embrechts. — Princeton : Princeton University Press, 2005. — 538 p.. — (Princeton Series in Finance).
- 10. Saunders, A. Credit Risk Measurement / A. Saunders, L. Allen. — 2nd Ed.. — New York : J.Wiley & Sons, 2002. — 320 p.
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