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Credit Derivatives; Products, Applications and Pricing
     

Credit Derivatives; Products, Applications and Pricing

by Satyajit Das (Editor), Satyajit Das
 

Credit Derivatives Trading & Management of Credit & Default Risk Written by some of the industry’s leading names, Credit Derivatives - Trading & Management of Credit and Default Riskprovides a comprehensive overview of this increasingly important financial instrument. Credit Derivatives promise to revolutionise the management of credit risk in banking and

Overview

Credit Derivatives Trading & Management of Credit & Default Risk Written by some of the industry’s leading names, Credit Derivatives - Trading & Management of Credit and Default Riskprovides a comprehensive overview of this increasingly important financial instrument. Credit Derivatives promise to revolutionise the management of credit risk in banking and capital markets. Credit Derivatives will be essential for commercial and investment banks as well as brokers active in credit derivative products; liability and investment managers who utilise or are looking at utilising credit derivatives; consultants, IT firms and accountants active in advising traders or users of these instruments; and, regulatory agencies. It can also be used in practical in-house training programmes as well as in post-graduate programmes such as MBA or Applied Finance courses in credit risk management, either as the primary text or supplementary reading. Credit Derivatives is edited by the author of Swaps & Financial Derivatives, Satyajit Das, who is also the major contributor to the book. There are additional specialist chapters by practitioners drawn from industry leaders including: Citibank Limited Clifford Chance JP Morgan KMV Corporation Moody’s Investors Service Price Waterhouse "In a rapidly developing area of finance, where knowledge and information are jealously guarded, this book offers a means of ‘getting up to speed’ on a topic that may well fundamentally alter the way the banking and investment community handles credit risk." - Mark Schneider, Head of New Markets Société Générale Australia Limited "In his usual style, Das has produced…one of the most extensive discussions of credit derivatives…A must have reference for students and market practitioners alike." - Quentin K. Hills, Head, Derivatives Marketing - Asia Citibank, N.A. "…too often this kind of ‘real world’ material does not get included in derivatives books…This has the right combination of basic explanation and technical material." - Nick Reed, Director, RVC Associates "…a comprehensive collection of material on…this relatively new field of banking practice." - Ralph Yiehmin Liu, Managing Director, Advanced Risk Management Solutions Pte Ltd

Product Details

ISBN-13:
9780471248569
Publisher:
Wiley
Publication date:
04/23/1998
Series:
Frontiers in Finance Ser.
Pages:
564
Product dimensions:
6.49(w) x 9.26(h) x 1.68(d)

Meet the Author

Editor & Principal Contributor Satyajit Das is an international specialist in the area of financial derivatives, risk management, capital markets and treasury management. He presents seminars on financial derivatives/risk management and treasury management/corporate finance in Europe, North America, Asia and Australia. He acts as a consultant to financial institutions and corporations on derivative instruments, risk management, and treasury / financial management issues. He has over 20 years’ experience in risk management and capital markets with the Commonwealth Bank of Australia, Citicorp Investment Bank, Merrill Lynch Capital Markets and the TNT Group. Mr Das is a prolific writer and respected author whose other works include: Swap Financing Swap and Financial Derivatives: The Global Reference to Products, Pricing, Applications and Markets Exotic Options Structured Notes and Derivative Embedded Securities He is also the major contributor and editor of the following: The Global Swaps Market Financial Derivatives & Risk Management: A Guide to the Mathematics

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