Credit Derivatives Handbook: Global Perspectives, Innovations, and Market Drivers: Global…

Hardcover | July 23, 2008

byGreg N. Gregoriou, Paul U. Ali

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The world’s leading financial thinkers share their insights into the latest developments in credit derivatives

In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds.

You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as:

  • Key products, applications, and typical trades, hedging and credit structuring
  • Pricing of credit default swaps and synthetic CDOs
  • Design of synthetic CDOs
  • Copula models, with illustrative examples
  • Credit derivatives in investment portfolios
  • Opportunities for structuring credit derivatives in accordance with Islamic finance

    Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”

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From the Publisher

The world’s leading financial thinkers share their insights into the latest developments in credit derivativesIn The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizabl...

From the Jacket

The Inside Track on the Most Innovative Financial Instrument Today“[The Credit Derivatives Handbook] presents a rigorous examination of the design, pricing, and use of credit derivatives. It combines an impressive breath of topics with in-depth analysis of individual topics." -Paul Brockman, Matteson Professor of Financial Services, De...

Greg N. Gregoriou is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh. He holds a Ph.D. in finance from the University of Quebec in Montreal. Gregoriou specializes in hedge funds, funds of hedge funds, and managed futures. He has published 26 books and over 50 journal article...

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Format:HardcoverDimensions:528 pages, 8.9 × 6.3 × 1.26 inPublished:July 23, 2008Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0071549528

ISBN - 13:9780071549523

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