Credit derivatives & synthetic structures : a guide to instruments and applications
Author(s)
Bibliographic Information
Credit derivatives & synthetic structures : a guide to instruments and applications
J. Wiley, c2001
2nd ed
Available at / 17 libraries
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Note
Includes bibliographical references (p. 299-301) and index
Description and Table of Contents
Description
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.
Table of Contents
Introduction.
Credit Derivatives Market Overview.
Total Rate of Return Swaps--Synthetic Financing.
Credit Default Swaps and Options.
Exotic Structures.
Sovereign Risk and Emerging Markets.
Credit-Linked Notes.
Synthetic Collateralized Loan Obligations.
Selected Documentation, Regulatory, Booking, and Legal Issues.
Future of the Global Market.
Selected Bibliography.
Index.
by "Nielsen BookData"
