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Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit Book

Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit
Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit, ...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets.
Philip Best, Chief Risk Officer, Threadneedle Asset Management.
A step-by, Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit has a rating of 3 stars
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Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit, ...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets. Philip Best, Chief Risk Officer, Threadneedle Asset Management. A step-by, Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit
3 out of 5 stars based on 2 reviews
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  • Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit
  • Written by author Andrew Kasapis
  • Published by FT Press, December 2008
  • "...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets". Philip Best, Chief Risk Officer, Threadneedle Asset Management. A step-by
  • "...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets".Philip Best, Chief Risk Officer, Threadneedle Asset Management.A step-by-s
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Book Categories

Authors

1 Introduction 1

2 Credit derivative instruments and applications 13

3 Pricing a CDS and the cash bond basis 43

4 Credit derivative documentation and regulations 79

5 Tranched indices 97

6 What is correlation? 113

7 First-to-default (FTD) baskets 141

8 Cash CDOs 151

9 Synthetic CDOs 179

10 Understanding tranche sensitivity 215

11 Innovation, the credit crisis and the future 233

Notes and references 259

Glossary 263

Index 269


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Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit, ...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets.
Philip Best, Chief Risk Officer, Threadneedle Asset Management.
A step-by, Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit

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Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit, ...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets.
Philip Best, Chief Risk Officer, Threadneedle Asset Management.
A step-by, Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit

Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit

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Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit, ...a truly insightful book on structured credit...this book will help the reader develop an intuitive understanding of how structured products behave in changing markets.
Philip Best, Chief Risk Officer, Threadneedle Asset Management.
A step-by, Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit

Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and Structured Credit

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