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Credit Derivatives

Credit Derivatives

  • Author:
  • Publisher: McGraw Hill
  • ISBN: 9780071453141
  • Published In: September 2006
  • Format: Hardback , 304 pages
  • Jurisdiction: International ? Disclaimer:
    Countri(es) stated herein are used as reference only
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  • Description 
  • Contents 
  • Author 

Details

After reading this book, readers will be able to:

  • Identify product consideration and borrower characteristics
  • Understand expected vs. unexpected losses
  • Evaluate the probability of default
  • Determine the probability of a spread increase

Part I: Credit Derivative Products and Applications

1: An Introduction to Credit DDerivatives

2: Fundamental Credit Derivative Products

3: Structured and Synthetic Credit Products

4: An Overview of Credit Derivative Applications

Part II: Valuation Tools

5: A Primer on Risk Modeling

6: A Basic Credit Default Swap Model

7: Modeling Credit Default Risk

8: Portfolio Management of Default Risk

9: Ancillary Credit Risk Tools and Techniques

Part III: Regulatory, Control, and Legal Issues

10: Credit Drivative
 

Paul Siegel (New York, NY) is chairman and CEO of The Globecon Group, a leading provider of consulting, education, training, and other professional development services to clients including ABN AMRO, J. P. Morgan, Deutsche Bank, and Moody's. Siegel previously held executive positions at Olympia & York, Cushman & Wakefield, and Daiwa Securities American.

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