Cover of Erik Banks, Morton Glantz, Paul Siegel: Credit Derivatives

Erik Banks, Morton Glantz, Paul Siegel Credit Derivatives

Techniques to Manage Credit Risk for Financial Professionals

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McGraw Hill LLC

2006

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978-0-07-166135-5

0-07-166135-2

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After reading this book, readers will be able to: Identify product consideration and borrower characteristics Understand expected vs. unexpected losses Evaluate the probability of default Determine the probability of a spread increase

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