Credit Derivatives and Synthetic Structures

A Guide to Instruments and Applications

Janet M. Tavakoli

320 pages, parution le 20/07/2001 (2^eme édition)

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Indisponible

Résumé

Fully revised and updated

Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures.

"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

"Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution . . ."

Carl V. Schuman, Manager, Credit Derivatives, West LB New York

L'auteur - Janet M. Tavakoli

Janet M. Tavakoli is the President of Tavakoli Structured Finance, a consulting firm to financial institutions, institutional investors, and hedge funds. She is frequently quoted in the business press, including the Wall Street Journal, the Financial Times, the New York Times, and was noted as "The Cassandra of Credit Derivatives" by BusinessWeek, identifying the impending crisis years before others. She has appeared on CNN, CNBC, CBS Evening News, Bloomberg TV, First Business Morning News, Fox News, Fox Business News, ABC, BBC, and 60 Minutes. Ms. Tavakoli is the author of several professional finance volumes, and was an adjunct associate professor at the University of Chicago's Graduate School of Business, where she taught derivatives.

Sommaire

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
Synthetic Collateralized Loan Obligations
Selected Documentation, Regulatory, Booking, and Legal Issues
Future of the Global Market

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Janet M. Tavakoli
Parution	20/07/2001
Édition	2^eme édition
Nb. de pages	320
Format	16 x 23,5
Couverture	Relié
Poids	525g
Intérieur	Noir et Blanc
EAN13	9780471412663
ISBN13	978-0-471-41266-3