Credit Derivatives (eBook, PDF)
Instruments, Applications, and Pricing
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An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has been increasingly used to manage creditrisk in banking and capital markets. Anson discusses everythingfrom the basics of why credit risk is important to accounting andtax implications of credit derivatives. Key topics covered in thisessential guidebook include: credit swaps; credit forwards; creditlinked notes; and credit derivative pricing mo...
An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas ofinterest in global derivatives and risk management. CreditDerivatives takes the reader through an in-depth explanation of aninvestment tool that has been increasingly used to manage creditrisk in banking and capital markets. Anson discusses everythingfrom the basics of why credit risk is important to accounting andtax implications of credit derivatives. Key topics covered in thisessential guidebook include: credit swaps; credit forwards; creditlinked notes; and credit derivative pricing models. Anson alsodiscusses the implications of credit risk management as well ascredit derivative regulation. Using charts, examples, basicinvestment theory, and elementary mathematics, Credit Derivativesillustrates the real-world practice and applications of creditderivatives products. Mark J. P. Anson (Sacramento, CA) is the Chief Investment Officerat Calpers. Frank J. Fabozzi (New Hope, PA) is a Fellow of the InternationalCenter for Finance at Yale University. Moorad Choudhry (Surrey, UK) is a Vice President in StructuredFinance Services with JP Morgan Chase Bank in London. Ren-Raw Chen is an Assistant and Associate Professor at the RutgersUniversity Faculty of Management.
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