Credit Derivatives
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More About This Title Credit Derivatives
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Mark J.P. Anson, PhD is the Portfolio Manager for the OppenheimerFunds Real Asset Fund. Prior to joining OppenheimerFunds, he was a Registered Options Principal in Equity Derivatives for Salomon Brothers Inc., and a practicing attorney specializing in the futures and derivatives markets. Dr. Anson is a frequent contributor to academic and professional publications on the topics of risk management, derivatives, and portfolio management. Dr. Anson earned his law degree from the Northwestern University School of Law and his PhD and Masters in Finance from the Columbia Graduate School of Business. He has also earned the Chartered Financial Analyst, Certified Public Accountant, and Certified Management Accountant degrees.
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About the Author.
1. Why Credit Risk Is Important.
2. Credit Options.
3. Credit Swaps.
4. Credit Forwards, Credit Linked Notes, and Other Credit Derivative Structure.
5. Pricing Models for Credit Options.
6. Credit Risk Management.
7. Documentation and Regulation of Credit Derivatives.
8. Accounting and Tax Implications of Credit Derivatives.
Index.
1. Why Credit Risk Is Important.
2. Credit Options.
3. Credit Swaps.
4. Credit Forwards, Credit Linked Notes, and Other Credit Derivative Structure.
5. Pricing Models for Credit Options.
6. Credit Risk Management.
7. Documentation and Regulation of Credit Derivatives.
8. Accounting and Tax Implications of Credit Derivatives.
Index.
