Credit Derivatives and Structured Credit: A Guide for Investors (The Wiley Finance Series)

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9780470018798: Credit Derivatives and Structured Credit: A Guide for Investors (The Wiley Finance Series)
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Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market.

Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets.

Highlights include:

  • Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market
  • A clearly-written, pedagogical book with numerous illustrations
  • Detailed review of real-case transactions
  • A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends

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From the Back Cover:

Credit derivatives and structured credit A Guide for Investors

Richard Bruyere with Rama Cont, Rgis Copinot, Loc Fery, Christophe Jaeck and Thomas Spitz

Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market.

Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets.

Highlights include:

  • Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market
  • A clearly-written, pedagogical book with numerous illustrations
  • Detailed review of real-case transactions
  • A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends

From the Inside Flap:

"The authors propose an instructive overview of the credit derivatives market and of structured credit, explaining why these areas are becoming increasingly more important for investors. Without excessively insisting on technicalities or on modeling aspects, the authors carry the reader through a balanced tour of the credit market involving motivation, structuring, recent product innovation, modeling principles, correlation products and second generation derivatives among other interesting issues." - Damiano Brigo, Head of Credit Models, Banca IMI, author of Interest Rate Models: Theory and Practice.

"A must read for investors, bankers and academics to understand the mechanics of credit derivatives and structured credit products. The book provides the reader with a comprehensive mix of theory and concrete examples on the most innovative topics in the credit derivatives space." - Enno Balz, Director, head of Portfolio Investments at IKB Deutsche Industriebank

"This book provides a comprehensive analysis of the drivers and challenges of the structured credit market which has evolved since the late nineties from a niche market to become an integrated part of today's fixed income market. The authors also highlight the differences in methodologies and market developments supported by real life examples which show the risk and the opportunities in this fast developing market." - Marcus Klug, Managing Director, UNIQA Alternative Investments

"A great introduction to today's credit derivatives market. Both conceptual and practical in its approach, Bruyere & team's book addressed the key issues facing the financial industry's fastest growing area." - Francisco Arcilla, Director of trading, KBC Alternative Investment Management

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Book Description John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condition: New. 1. Auflage. Language: English . Brand New Book. Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps - the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, and banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market; a clearly-written, pedagogical book with numerous illustrations; detailed review of real-case transactions; and a comprehensive historical perspective on market developments, including up-to-date analysis of the latest trends. Seller Inventory # AAH9780470018798

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Book Description John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condition: New. 1. Auflage. Language: English . Brand New Book. Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps - the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, and banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market; a clearly-written, pedagogical book with numerous illustrations; detailed review of real-case transactions; and a comprehensive historical perspective on market developments, including up-to-date analysis of the latest trends. Seller Inventory # AAH9780470018798

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Book Description John Wiley and Sons Ltd, 2006. Condition: New. Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6. 4 billion (in notional amounts) from virtually nothing in 1995. Translator(s): Smart, Gabrielle. Series: Wiley Finance Series. Num Pages: 294 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 251 x 181 x 23. Weight in Grams: 720. . 2006. 1st Edition. Hardcover. . . . . . Seller Inventory # V9780470018798

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Book Description John Wiley and Sons Ltd. Condition: New. Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6. 4 billion (in notional amounts) from virtually nothing in 1995. Translator(s): Smart, Gabrielle. Series: Wiley Finance Series. Num Pages: 294 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 251 x 181 x 23. Weight in Grams: 720. . 2006. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9780470018798

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