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Derivative credit risk : advances in measuremen...

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Derivative credit risk : advances in measurement and management

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Creator: [authors, David M. Rowe ... and others]
Format: Books
Language: English
Contributors: Rowe, David M
Publication: London : Risk Publications, 1995
Physical Details: 216 pages : illustrations, tables ; 30 cm
ISBNs: 1899332200, 9781899332205
OCLC: ocm33361317

Includes bibliographical references and index.

Subjects

Swaps (Finance)
Interest rates -- Econometric models.
Interest rate futures.
Risk management.

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Derivative credit risk : advances in measurement and management

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