Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition / Edition 2

Credit Derivatives & Synthetic Structures: A Guide to Instruments and Applications, 2nd Edition / Edition 2

by Janet M. Tavakoli
     
 

ISBN-10: 047141266X

ISBN-13: 9780471412663

Pub. Date: 07/28/2001

Publisher: Wiley

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

Overview

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.

Product Details

ISBN-13:
9780471412663
Publisher:
Wiley
Publication date:
07/28/2001
Edition description:
REV
Pages:
320
Product dimensions:
6.34(w) x 9.19(h) x 1.13(d)

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.

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