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Description of Credit Derivatives and Synthetic Structures

Fully revised and updated

Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures.

Title Information

ISBN:

9780471412663

Pages:

320 pages

Format:

Hardback

Product Code:

9541

Publisher:

John Wiley & Sons Inc

Published:

20/07/2001

Edition:

2nd Revised edition

Press and Industry Reviews

"If you want to know more about credit derivatives - and these days an increasing number of people do - then you should read this book."
- Merton H. Miller, winner, Nobel Prize in Economics, 1990

"Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution ..."
- Carl V. Schuman, Manager, Credit Derivatives, West LB New York

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Customer Reviews from Amazon

About Janet M. Tavakoli

Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicago branch of Bank of America, where she directs the company's overall marketing of global derivatives and manages its CreditMetrics initiative.

Contents of Credit Derivatives and Synthetic Structures

1. Introduction
2. Credit Derivatives Market Overview
3. Total Rate of Return Swaps - Synthetic Financing
4. Credit Default Swaps and Options
5. Exotic Structures
6. Sovereign Risk and Emerging Markets
7. Credit-Linked Notes
8. Synthetic Collateralized Loan Obligations
9. Selected Documentation, Regulatory, Booking, and Legal Issues
10. Future of the Global Market

Selected Bibliography
Index