Search Images Maps Play YouTube News Gmail Drive More »
My library | Help | Advanced Book Search | Web History | Sign in

Books

Credit Derivative Strategies:

New Thinking on Managing Risk and Return (Google eBook)
Front Cover
Rohan Douglas
1 Review
John Wiley and Sons, May 13, 2010 - Business & Economics - 223 pages
In the decade since the credit derivatives market started, financial professionals have become increasingly sophisticated. Most books on the subject have not kept pace. Credit Derivative Strategies closes the gap with state-of-the-art techniques for picking credit hedge funds, analyzing event risk, identifying relative value opportunities and managing CDOs.

The credit crisis has many people in the financial industry rethinking how to manage their credit risk and exposure. It is now more important than ever for participants in the financial markets -- whether they are trading or not -- to understand these credit products given their increasing impact.

The contributors to this book are practicing professionals who honed their craft at some of the industry's most successful companies including: Merrill Lynch, Credit Suisse First Boston, Kenmar Global Investment Management, and Citigroup.

  

What people are saying - Write a review

We haven't found any reviews in the usual places.

Related books

Contents

PART TWO RISK MANAGEMENT STRATEGIES
91
PART THREE PRICING PRODUCTS AND PROCEDURES
143
Index
217
CFA Institute Professional Development Qualified Activity 75 hours
224
Copyright

Common terms and phrases

About the author (2010)

Rohan Douglas, editor of this volume, is the founder and CEO of Quantifi Inc. He has more than twenty years of experience in the global financial industry. Prior to founding Quantifi, he was the director of global credit derivatives research at Salomon Smith Barney.
During his ten years at Salomon, he also worked in interest rate derivatives, emerging markets, and global fixed income and was responsible for postgraduate recruiting for fixed income research in New York. Douglas is also an adjunct professor at Polytechnic University in New York and teaches in the financial engineering graduate program.

Bibliographic information