Credit derivatives and structured credit trading
Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately USD 5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undis…
Read More ↓Title Statements
- Full title :Credit derivatives and structured credit trading / Vinod Kothari.
Summary
Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately USD 5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undisputed expert in credit derivatives, explains the subject matter using easy-to-understand terms, presents it in a logical structure, demystifies the technical jargons and blends them into a cohesive whole.
Read More ↓Edition Statements
- Publication Date:©2009.
- Edition:Rev. ed
Publication Statements
- Publisher(s):John Wiley & Sons (Asia)
- Place of Publication:Singapore
- Language:eng
- Publication Date:©2009.
Notes
First ed. published as: Credit derivatives and synthetic securitization.
The Physical Object
- Description:1 online resource (xxviii, 482 pages) : : illustrations
Edition Identifiers
- ISBN:9781118390412, 1118390415, 9781118178805, 1118178807, 1118178785, 9781118178782, 1280589248, 9781280589249, 9786613619075, 6613619078
- oclc:ocn784124274
- LC Classification:HG6024.A3
- Dewey Decimal:332.6457
Table of Contents
Front Matter -- Market, Instruments and Motivations. Credit derivatives: Structure, evolution, motivations, and economics -- Credit derivatives: Market, evolution, and current status -- Single-Name Instruments. Credit default swaps -- Total rate of return swaps -- Credit-linked notes -- Credit default swaps on asset-backed securities and derivatives exposures -- Loan-only CDS -- Credit derivatives options and volatility trades -- Equity default swaps, recovery swaps and other exotic products -- Portfolio Products. Portfolio credit derivatives and introduction to structured credit trading -- Introduction to collateralized debt obligations -- Index trades -- Single-tranche synthetic CDOs, CPDOs, and other CDO innovations -- CDO case studies -- Credit derivative product companies -- Pricing and Valuation of Credit Derivatives. Approaches to quantification of credit risk -- Pricing of a single name credit derivative -- Pricing of a portfolio credit default swap -- Legal, Regulatiory, Operational, Tax and Accounting Aspects. Legal aspects of credit derivatives -- Documentation for credit derivatives -- Taxation of credit derivatives -- Accounting for credit derivatives -- Regulatory ca…
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