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Credit Derivatives explains the major types of credit
derivatives and their unique features, illustrating
how they work in the real world through numerous
examples. You will learn the key skill of pricing
credit derivatives and the factors that must be taken
into account, including time to maturity, probability of
default, and expected recovery value.
Paul Siegel (New York, NY) is chairman and CEO of The Globecon Group, a leading
provider of consulting, education, training, and other professional development services to
clients including ABN AMRO, J. P. Morgan, Deutsche Bank, and Moody’s. Siegel previously
held executive positions at Olympia & York, Cushman & Wakefield, and Daiwa Securities
American.
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