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Credit: The Complete Guide to Pricing, Hedging and Risk Management 1st Edition
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Risk managers and academics will benefit from reading this excellent book. It deserves to become a standard reference. -- Stuart Turnbull, Canadian Imperial Bank of Commerce, Risk magazine - December 2001
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Top Customer Reviews
The book is broad in its product coverage with the right amount of technical depth. I would recommend it to anyone with an interest in credit risk or credit derivatives.
Their presentation has some flow issue where you have to read the section more than once to really understand their point. Also, too many pages devoted to appendix. What they do overall a good job of is to bring pricing and hedging aspects of credit risk into one place.