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- Product code: 9541
- ISBN: 047141266X,
ISBN13: 9780471412663,
320 pages, hardback
Published by John Wiley & Sons Inc on 2001
, 2nd Revised edition Rate this book...
Rating: 0.0/5 (0 votes cast)
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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. "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 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.
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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 Miller, winner, Nobel Prize in Economics, 1990
'Tavakoli does a remarkable job compiling a highly readable and much needed guide to instruments and applications of credit derivatives. Using charts, examples, basic investment theory, and elementary mathematics, Tavakoli explains the real-world practice and applications of credit derivative products. Credit Derivatives clarifies often misunderstood concepts and offers a framework with which to analyze derivatives and how to make them work.'
Stephen Wade, Managing Director, UBS Securities LLC
| 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
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