Contents

PART I DERIVATIVES, CREDIT, AND RISK MANAGEMENT 1 An Overview of the Derivatives Marketplace

2 Derivative Losses

3 Risk Governance and Risk Management

4 Regulatory and Industry Initiatives

Part II THE CREDIT RISK OF COMPLEX DERIVATIVES 5 Classification and Quantification of Credit Risk

6 Quantifying Option Credit Risk

7 The Credit Risk of Compound Option Strategies

8 The Credit Risk of Complex Options

9 Quantifying Swap Credit Risk

10 The Credit Risk of Complex Swaps

Part III CREDIT PORTFOLIO RISK MANAGEMENT ISSUES 11 Credit Risk Management of Derivative Portfolios

12 Credit Risk Portfolio Models

13 Credit Risk Management of Derivative Portfolios:Qualitative Issues

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[此贴子已经被作者于2005-6-25 23:40:06编辑过]