An Introduction to Credit Derivatives
In a relatively short time, credit derivatives have grown to become one of the largest and most important segments of the financial markets. An Introduction to Credit Derivatives is an accessible introduction to the various types of credit derivative instruments traded in the markets today. All products are described with the help of worked examples and Bloomberg screens, and the reader will be left with a thorough familiarity with the nature of credit risk and credit products generally.
Praise for An Introduction to Credit Derivatives
"An excellent, high-quality account of one of the most important areas of the debt capital and corporate credit markets today."
— Dr. Didier Joannas, Regional Sales Director, SunGard, Hong Kong
"The rapid growth of the credit derivatives markets has been accompanied by similar output in the related literature. For clarity, accessibility, relevance, and detail, this is easily the best addition to this literature."
— Abukar Ali, Bloomberg L.P.