Derivative credit risk: advances in measurement and management

Front Cover
David M. Rowe
Risk Publications, 1995 - Credit - 216 pages
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Further Advances in Measurement and Management (Second Edition).

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Contents

The Primary Risk Source Approach
13
PROBABILITY OF DEFAULT
30
Managing Default Risk in Portfolios
49
John Hull and Alan White of the University of Toronto
67
The Forex Analogy
72
Evaluating Derivative Product Companies
189
Appendices
205
Index
213
Copyright

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