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Credit Derivatives and Credit Linked Notes
An updated and enhanced look at the management and trading of credit risk in terms of the markets, regulations, and nature of the product
Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial.
Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.
Credit derivatives have emerged as a significant area in global derivatives and risk management practice. These instruments have begun to revolutionize the management of credit risk in banking and capital markets. This book clearly explains how to structure and apply these products to solve risk management problems as well as how to price and value these instruments. Readers will find the Second Edition completely up-to-date with the latest information in the field. New topics have been added, including credit-linked notes, pricing models, default statistics, credit portfolio management, regulatory framework for credit derivatives, and market developments and prospects. This edition reflects the rapid evolution in the market and new contributors provide additional insight that readers will find beneficial.
Satyajit Das (Singapore) is the author of several key financial books including Swap Financing; Swaps and Financial The Global Reference to Products, Pricing, Applications and Markets; and Exotic Options.
940 pages, Hardcover
First published January 1, 2000
19 people want to read
About the author
Satyajit Das
38 books66 followersSatyajit Das is an international specialist in the area of financial derivatives, risk management, and capital markets. He works as a consultant to banks and other financial institutions in Europe, North America, Asia and Australia providing advice on trading, pricing and risk management of derivative transactions.
Das, as he likes to be called, is well known in Australia, Asia, South Africa and Europe as an expert in the field and recognised for his capacity to communicate complex financial subjects and trends in simple and non-technical language.
Das was born in Calcutta, India in 1957 and now lives in Sydney. He holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters degree in Business Administration from the Australian Graduate School of Management.
Das, as he likes to be called, is well known in Australia, Asia, South Africa and Europe as an expert in the field and recognised for his capacity to communicate complex financial subjects and trends in simple and non-technical language.
Das was born in Calcutta, India in 1957 and now lives in Sydney. He holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters degree in Business Administration from the Australian Graduate School of Management.
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