Mastering Credit Derivatives 2nd edition by Andrew Kasapis 9780273714859 0273714856

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Product details:

ISBN 10:0273714856
ISBN 13:9780273714859
Author: Andrew Kasapis

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.  

Mastering Credit Derivatives 2nd Table of contents:

1 Introduction

2 Credit derivative instruments and applications

3 Pricing a CDS and the cash bond basis

4 Credit derivative documentation and regulations

5 Tranched indices

6 What is correlation?

7 First-to-default (FTD) baskets

8 Cash CDOs

9 Synthetic CDOs

10 Understanding tranche sensitivity

11 Innovation, the credit crisis and the future

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