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About this product
- DescriptionThe global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. This title presents both the top-down and bottom-up approaches for describing the dynamics of credit baskets.
- PublisherWorld Scientific Publishing Co Pte Ltd
- Date of Publication16/11/2007
- GenreFinance & Accounting
- Place of PublicationSingapore
- Country of PublicationSingapore
- ImprintWorld Scientific Publishing Co Pte Ltd
- Edited byAlexander Lipton,Andrew J. O. Rennie
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