Until recently, credit derivatives were more talked about than traded, yet the last few years have seen a rapid growth in the number of transactions. However, as the market has grown, the knowledge regarding derivative application has not, and this book will close that gap. Demystify and understand credit derivatives concepts, instruments and products with the ultimate guide;"Mastering Credit Derivatives." Step by step, this book tackles credit derivatives applications via the mature capital markets route, and rather than relying on a theoretical approach, uses real market data and trades to demonstrate an application. This book will ensure you the ability, speed and confidence to manipulate and apply the skills and techniques relevant to your marketplace.
1. The Emergence of the Credit Derivative Market
2. Credit Derivative Instruments
3. Credit Derivative Applications
4. Credit Linked Notes
5. Risks associated with Credit Derivatives
6. Collaterized Bond Obligation (CBOs)
7. Regulatory Capital for Credit Derivatives
8. Pricing of Credit Derivatives
9. Practical Credit Default Swap Applications
Index
About Andrew Kasapi
Andrew Kasapi is a specialist in the sale of derivatives and structures driven products. He worked for IBM Trading & Risk Consultancy, where he specialised in credit risk and market methodologies, and currently works for Credittrade they deal in credit derivatives sales boutiques, selling credit default swaps and other credit products to financial institutions.
Shopping basket
