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The Credit Risk of Complex Derivatives

  • Authors
  • ErikĀ Banks

Part of the Finance and Capital Markets series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Derivatives and Risk

    1. Front Matter
      Pages 1-1
    2. Erik Banks
      Pages 3-39
  3. The Credit Risk of Complex Options

    1. Front Matter
      Pages 71-71
    2. Erik Banks
      Pages 73-87
    3. Erik Banks
      Pages 126-205
  4. The Credit Risk of Complex Swaps

    1. Front Matter
      Pages 207-207
    2. Erik Banks
      Pages 209-227
    3. Erik Banks
      Pages 228-272
  5. The Credit Risk Management of Derivative Exposures

  6. Back Matter
    Pages 342-393

About this book

Introduction

This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.

Keywords

derivatives management Option Valuation Options Portfolio risk management Swaps

Bibliographic information

Industry Sectors
Finance, Business & Banking