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Vol 23 No 5 May/June 2018

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Drafting Commercial Agreements

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Mastering Credit Derivatives: A Step-by-Step Guide to Credit Derivatives and their Application 2nd ed

ISBN13: 9780273714859
Previous Edition ISBN: 0273639285
Published: December 2008
Publisher: Pearson Education Ltd
Country of Publication: UK
Format: Paperback
Price: £60.00 - Unavailable at Publisher

This second edition of Mastering Credit Derivatives has been completely revised to include new movements in the world of finance. The first part of the book is set aside as a condensed, updated version of the previous edition whereas the next two thirds are dedicated to recent innovations such as Structured Credit Derivatives and Greeks and Tranche Sensitivity.

The book is written on a purely ‘need to know’ basis, avoiding the archaic, theoretical and excessively mathematical concepts.

Input from market practitioners offers valuable insight into where they believe the market is headed in the future. Derivatives is a huge area, thought to be worth trillions of pounds. With new products being constantly introduced, it is important to keep up-to-date with its rapid growth.

Banking and Finance
Part 1 Introduction to Credit Derivatives & Applications
Chapter 1 Introduction to Credit Derivatives
Chapter 2 Credit Derivatives & Applications
Chapter 3 CDS Basis
Chapter 4 Pricing CDS
Chapter 4 ISDA Documentation & Basel II Credit Derivatives Regulations
Part 2 Structured Credit Derivatives
Chapter 6 Traunched Indices
Chapter 7 What is Correlation?
Chapter 8 First to Default Baskets
Chapter 9 Cash CDO’s
Chapter 10 Synthetic CDO’s
Part 3 Greeks & Traunch Sensitivity
Chapter 11 Understanding Traunche Sensitivity

Series: FT Mastering