Credit Derivatives: A Primer On Credit Risk, Modeling, And Instruments (paperback) by George Chacko

Credit Derivatives: A Primer On Credit Risk, Modeling, And Instruments (paperback)

byGeorge Chacko, Anders L. Sjoman, Hideto Motohashi

Paperback | June 2, 2006

not yet rated|write a review

Pricing and Purchase Info

$87.30 online 
$96.99 list price
Earn 437 plum® points

Out of stock online

Not available in stores

about

The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly, professionals in corporate finance need to understand the workings of the credit risk market in order to successfully manage risk in their own organizations; in addition, some wish to move into the field on a full-time basis. Most books in the field, however, are either too academic for working professionals, or written for those who already possess extensive experience in the area. Credit Derivatives fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand. Harvard Business School faculty member George C. Chacko and his colleagues begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it.

About The Author

George C. Chacko is an associate professor at Harvard Business School (HBS) in the finance area. He is also a managing director at IFL in New York. Professor Chacko’s work has focused on transaction costs and liquidity risk in capital markets, portfolio construction by institutions and individuals, and the analysis and application of ...
A Pragmatic Look at Valuation (Collection)
A Pragmatic Look at Valuation (Collection)

by Barbara S. Petitt

$143.89$179.84

Available for download

Not available in stores

The Financial Crisis in Perspective (Collection)
The Financial Crisis in Perspective (Collection)

by Mark Zandi

$70.39$87.92

Available for download

Not available in stores

Valuation: Methods and Models in Applied Corporate Finance
Valuation: Methods and Models in Applied Corporate Finance

by George Chacko

$74.59$93.25

Available for download

Not available in stores

Shop this author

Details & Specs

Title:Credit Derivatives: A Primer On Credit Risk, Modeling, And Instruments (paperback)Format:PaperbackDimensions:272 pages, 8.9 × 5.9 × 0.7 inPublished:June 2, 2006Publisher:Pearson EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0134190157

ISBN - 13:9780134190150

Look for similar items by category:

Customer Reviews of Credit Derivatives: A Primer On Credit Risk, Modeling, And Instruments (paperback)

Reviews

Extra Content

Table of Contents

About the Authors     vii

Acknowledgments     ix

Part I:What Is Credit Risk?      1

1 INTRODUCTION     3

2 ABOUT CREDIT RISK     9

Part II: Credit Risk Modeling     61

3 MODELING CREDIT RISK: STRUCTURAL APPROACH      63

4 MODELING CREDIT RISK: ALTERNATIVE APPROACHES      119

Part III: Typical Credit Derivatives     145

5 CREDIT DEFAULT SWAPS     147

6 COLLATERALIZED DEBT OBLIGATIONS     191

INDEX     247