Credit derivatives: CDOs and structured credit products
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Singapore [u.a.]
Wiley
2005
|
| Edition: | 3. ed. |
| Series: | Wiley finance
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Item Description: | 2. Aufl. u.d.T.: Credit derivatives and credit linked notes |
| Physical Description: | XII, 800 S. graph. Darst. |
| ISBN: | 9780470821596 0470821590 |
Staff View
MARC
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| 245 | 1 | 0 | |a Credit derivatives |b CDOs and structured credit products |c Satyajit Das |
| 250 | |a 3. ed. | ||
| 264 | 1 | |a Singapore [u.a.] |b Wiley |c 2005 | |
| 300 | |a XII, 800 S. |b graph. Darst. | ||
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| 650 | 7 | |a Risque financier |2 rasuqam | |
| 650 | 7 | |a Termijnhandel |2 gtt | |
| 650 | 4 | |a Credit |x Management | |
| 650 | 4 | |a Default (Finance) | |
| 650 | 4 | |a Derivative securities | |
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Record in the Search Index
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| adam_text | Contents
Introduction
................................................................................... ix
1
Credit
Derivative
Products
............................................................ 1
2
Structured Credit Products
............................................................ 153
3
Credit Linked Notes
...................................................................... 239
4
Collateralised Debt Obligations
..................................................... 305
5
Credit Derivatives Pricing and Valuation
..................................... 459
6
Credit Modelling/Credit Portfolio Management
........................... 533
7
Credit Derivative Applications
...................................................... 611
8
Credit Derivative Markets
............................................................. 709
Credit Derivatives,
CDÖs &
Structured Credit
products
3rd
Edition provides comprehensive
frformatton on credit derivative products (both
ftandard and structured), documentation issues,
pricing/ vatetion approaches, appiicattens and
|he market,
łts
major purpose is to function a%
s
lomplete reference work on credit derivatives,
It features
Credit
Derivative
Products
Structured Credit Products
Credit linked Notes
CoBcrteralised Debt Obligations
Credit Derivatives Pricing and Valuation
Credft
Modelima-
Credit Portfcrfto Management
Credit Derivative Applications
Credft Derivative Markets
Satyajit Das is an international specialist in the
area of financial derivatives, risk management, and
capital markets. He presents seminars on financial
derivatives/risk management and capital markets in
Europe, North America, Asia and Australia. He acts as a
consultant to financial institutions and corporations
on derivatives and financial products, risk manage¬
ment, and capital markets issues.
Between
1988
and
1994,
Mr Das was the Treasurer
of the TNT Group, an Australian based international
transport and logistics company. Between
1977
and
1987,
he worked in banking with the Commonwealth
Bank of Australia, Citicorp Investment Bank and
Merrill Lynch Capital Markets.
Ш
Das is the author of Swaps/Finanaal Derivatives
—
Third edition
(2004,
John Wiiey
&
Sons) and Struc¬
tured Products
&
Hybrid Securities
—
Second Edition
(2001,
John Wiley
&
Sons). He is the major contribu¬
tor and editor of Credit Derivatives
β
Credit Linked
Notes
-
Second Edition
(2001,
John Wiley
&
Sons).
He is also the author of Swap Financing
(1989,
IFR
Publishing Limrted/The Law Book Company Limited),
Swaps and Financial Derivatives: The Global Refer¬
ence to Products, Pricing, Applications and Markets
(1994,
IFR Publishing Limited/The Law Book Com¬
pany Urnrted/McGraw-HHt), Exotic Options
{1996,
JFR
Publtshing/The Law Book Company) and Structured
Notes and Derivative Embedded Securities
(1996,
Euromoney Publications). He is also the major contrib¬
utor and editor of The Global Swaps Market
(1991,
fFR Publishing Limited), Financial Derivatives
&
Risk
Management: A Guide to the Mathematics
(1997,
law Book Company/McGraw-Hffl/MacMillan Pubfch-
ing) and Credrt Derivatives
(1998,
John Wiley
&
Sons).
Credit derivatives have emerged ®s a very important and
rapider
growing area ¡n global
derivatives and risk management
practice.
These instruments
hav©
revolutionised the
management of» and investment in, credit risk in capital markets. Credit derivatives have
Increased the liquidity of and trading in credit risk. The rapid growth in volumes, the
proliferation of products and the wide range of participants are testament to the rapid
deveiopment of credit derivatives.
The First Edition of Credit Derivatives was published in
1998.
An updated Second
Edition of Credit Derivatives was reieased in
2000.
This edition
—
Credit Derivatives, CDQs
&
Structured Credtt Products
3rd
Edition
—
is in response to the success of the previous
editions. It aiso reflects the rapid changes in the market for these instruments.
Key areas of new/enhanced coverage include:
inclusion of latest developments
ín
documentation (the
2003
Credit
Derivativa
Definitions and market developments such as Master Confirmations).
Detailed discussion of practical documentation issues.
Developments in structured credit products.
increased coverage of credit linked notes including repackaging structures.
Detailed discussion of the collateralised debt obligations ( CDO ) market.
Increased coverage of pricing of credit default swaps (including models and valuation
approaches).
Discussion of cash-synthetic basis and its causes and behaviour.
Coverage of E2C (equity to credit) hedging.
Enhanced coverage of credit portfolio management models and approaches to
portfolio modelling.
Detailed examples of applications of credit derivatives by different market participants.
Discussion of
trading
in credit derivatives including
mor©
complex trading strategies
such s% basis trading and capital structure arbitrage trades.
Updated coverage of regulatory framework for credit derivatives.
Updated discussion of market structures, devalopmints and prospects.
The style of the book remains
practicai
emphasising examples to convey concepts associ¬
ated with these instruments.
The target audience for this bsok includes;
•
Sanks
and
dëaiers
aettve in credit derivative products and capital markets.
Asset/investment managers who utilise or are looking at utilising
credit derivatives.
Service industries, consultants, IT firms, accountants etc, active in advising
traders or users of these
Instruments,
Regulatory
agencies.
|
| any_adam_object | 1 |
| author | Das, Satyajit |
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| callnumber-subject | HG - Finance |
| classification_rvk | QK 660 |
| classification_tum | WIR 170f |
| ctrlnum | (OCoLC)61261437 (DE-599)BVBBV019825982 |
| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Book |
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| id | DE-604.BV019825982 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:07:00Z |
| institution | BVB |
| isbn | 9780470821596 0470821590 |
| language | English |
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| physical | XII, 800 S. graph. Darst. |
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| spelling | Das, Satyajit Verfasser aut Credit derivatives CDOs and structured credit products Satyajit Das 3. ed. Singapore [u.a.] Wiley 2005 XII, 800 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance 2. Aufl. u.d.T.: Credit derivatives and credit linked notes Effectenhandel gtt Gestion de crédit rasuqam Gestion des risques rasuqam Instrument dérivé de crédit rasuqam Risk management gtt Risque de crédit rasuqam Risque financier rasuqam Termijnhandel gtt Credit Management Default (Finance) Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Collateralized debt obligation (DE-588)7548936-3 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Collateralized debt obligation (DE-588)7548936-3 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013151168&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013151168&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Das, Satyajit Credit derivatives CDOs and structured credit products Effectenhandel gtt Gestion de crédit rasuqam Gestion des risques rasuqam Instrument dérivé de crédit rasuqam Risk management gtt Risque de crédit rasuqam Risque financier rasuqam Termijnhandel gtt Credit Management Default (Finance) Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd Collateralized debt obligation (DE-588)7548936-3 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)7548936-3 |
| title | Credit derivatives CDOs and structured credit products |
| title_auth | Credit derivatives CDOs and structured credit products |
| title_exact_search | Credit derivatives CDOs and structured credit products |
| title_full | Credit derivatives CDOs and structured credit products Satyajit Das |
| title_fullStr | Credit derivatives CDOs and structured credit products Satyajit Das |
| title_full_unstemmed | Credit derivatives CDOs and structured credit products Satyajit Das |
| title_short | Credit derivatives |
| title_sort | credit derivatives cdos and structured credit products |
| title_sub | CDOs and structured credit products |
| topic | Effectenhandel gtt Gestion de crédit rasuqam Gestion des risques rasuqam Instrument dérivé de crédit rasuqam Risk management gtt Risque de crédit rasuqam Risque financier rasuqam Termijnhandel gtt Credit Management Default (Finance) Derivative securities Risk management Derivat Wertpapier (DE-588)4381572-8 gnd Collateralized debt obligation (DE-588)7548936-3 gnd |
| topic_facet | Effectenhandel Gestion de crédit Gestion des risques Instrument dérivé de crédit Risk management Risque de crédit Risque financier Termijnhandel Credit Management Default (Finance) Derivative securities Derivat Wertpapier Collateralized debt obligation |
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