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Credit Derivatives: Instruments, Applications, and Pricing - Frank J. Fabozzi Series (Hardback)
  • Credit Derivatives: Instruments, Applications, and Pricing - Frank J. Fabozzi Series (Hardback)
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Credit Derivatives: Instruments, Applications, and Pricing - Frank J. Fabozzi Series (Hardback)

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£85.00
Hardback 342 Pages / Published: 02/01/2004
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An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forwards; credit linked notes; and credit derivative pricing models. Anson also discusses the implications of credit risk management as well as credit derivative regulation. Using charts, examples, basic investment theory, and elementary mathematics, Credit Derivatives illustrates the real-world practice and applications of credit derivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officer at Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the International Center for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the Rutgers University Faculty of Management.

Publisher: John Wiley and Sons Ltd
ISBN: 9780471466000
Number of pages: 342
Weight: 660 g
Dimensions: 241 x 166 x 24 mm

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