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ISBN10: 0071661352 | ISBN13: 9780071661355

Credit Derivatives, 1st Edition

ISBN10: 0071661352
ISBN13: 9780071661355
By Erik Banks, Morton Glantz and Paul Siegel

© 2007 Published September 19, 2006

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After reading this book, readers will be able to:

  • Identify product consideration and borrower characteristics
  • Understand expected vs. unexpected losses
  • Evaluate the probability of default
  • Determine the probability of a spread increase

      • Part I: Credit Derivative Products and Applications

      1: An Introduction to Credit DDerivatives

      2: Fundamental Credit Derivative Products

      3: Structured and Synthetic Credit Products

      4: An Overview of Credit Derivative Applications

      Part II: Valuation Tools

      5: A Primer on Risk Modeling

      6: A Basic Credit Default Swap Model

      7: Modeling Credit Default Risk

      8: Portfolio Management of Default Risk

      9: Ancillary Credit Risk Tools and Techniques

      Part III: Regulatory, Control, and Legal Issues

      10: Credit Drivative

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