Overview

The art of credit derivatives is a book by Joao Garcia and Serge Goossens, first published in 2010. In this catalogue it is classified mainly under Derivatives Pricing and Portfolio Optimization, with secondary coverage of Risk Management, Fixed Income and Options and Volatility.

Audience and depth. The available metadata did not allow a mathematical difficulty estimate, so none is shown; treat the technical level as unknown.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 79% and difficulty confidence is 0%; the catalogue lists no ratings or awards.