The Art of Credit Derivatives : Demystifying the Black Swan.

Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for de...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Garcia, Joao
Other Authors: Goossens, Serge
Format: Electronic eBook
Language:English
Published: Hoboken : John Wiley & Sons, 2011
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Local Note:ProQuest Ebook Central