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LSEstat
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Joined: May 10th, 2008, 3:09 am

Intro Credits Derivs Pricing

June 9th, 2009, 11:10 am

lots of credit derivs books are qualitative and descriptive. I am looking for a book about pricing of credit derivatives at the beginning level (first book on credit derivatives pricing).. Any recommendation?
 
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MeMyself
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Joined: June 12th, 2009, 5:43 pm

Intro Credits Derivs Pricing

June 14th, 2009, 3:07 pm

hey - didnt you try John C Hull and White ?