Credit Derivatives: A Guide to Instruments and Applications
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- Wiley
More About This Title Credit Derivatives: A Guide to Instruments and Applications
English
JANET M. TAVAKOLI is Product Development Specialist for the Global Risk Management Department at The First National Bank of Chicago. Previously, she was a vice president at the Chicago branch of Bank of America, where she was responsible for the company's marketing of global derivatives and managed its CreditMetrics initiative. She has held similar positions at Mitsubishi Securities, Merrill Lynch, and PaineWebber.
English
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.
Selected Documentation, Regulatory, Booking, and Legal Issues.
Future of the Global Market.
Selected Bibliography.
Index.
Total Rate of Return Swaps- Synthetic Financing.
Credit Default Swaps and Options.
Exotic Structures.
Sovereign Risk and Emerging Markets.
Credit-Linked Notes.
Selected Documentation, Regulatory, Booking, and Legal Issues.
Future of the Global Market.
Selected Bibliography.
Index.
English
"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; Robert R. McCormick Distinguished Service Professor Emeritus, University of Chicago Graduate School of Business
"Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution. She combines her extensive experience and deep understanding of the derivatives markets with a lucid writing style that makes this an eminently readable volume. This book should set the standard for credit derivatives texts for years to come." -Carl V. Schuman, Manager, Credit Derivatives, WestLB New York
"Tavakoli does a remarkable job compiling a highly readable and much needed guide to instruments and applications of credit derivatives. Using charts, examples, basic investment theory, and elementary mathematics, Tavakoli explains the real-world practice and applications of credit derivative products. Credit Derivatives clarifies often misunderstood concepts and offers a framework with which to analyze derivatives and how to make them work."-Stephen Wade Managing Director, UBS Securities LLC Hei Wai Chan, PhD, Director, UBS Securities LLC
"Tavakoli has written a book that finally demystifies credit derivatives. It is an easy to understand analysis of the many aspects of the basic products used in this new and innovative derivative structure. Anyone in the banking community as well as the sophisticated derivatives professional will find it both useful and insightful."-Randy Allison Kaufman, Managing Director, Bank Boston, Structured Derivatives
"Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution. She combines her extensive experience and deep understanding of the derivatives markets with a lucid writing style that makes this an eminently readable volume. This book should set the standard for credit derivatives texts for years to come." -Carl V. Schuman, Manager, Credit Derivatives, WestLB New York
"Tavakoli does a remarkable job compiling a highly readable and much needed guide to instruments and applications of credit derivatives. Using charts, examples, basic investment theory, and elementary mathematics, Tavakoli explains the real-world practice and applications of credit derivative products. Credit Derivatives clarifies often misunderstood concepts and offers a framework with which to analyze derivatives and how to make them work."-Stephen Wade Managing Director, UBS Securities LLC Hei Wai Chan, PhD, Director, UBS Securities LLC
"Tavakoli has written a book that finally demystifies credit derivatives. It is an easy to understand analysis of the many aspects of the basic products used in this new and innovative derivative structure. Anyone in the banking community as well as the sophisticated derivatives professional will find it both useful and insightful."-Randy Allison Kaufman, Managing Director, Bank Boston, Structured Derivatives
