Credit Derivatives and Synthetic Structures

Credit Derivatives and Synthetic Structures

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Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. qIf you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book.q --Merton H. Miller, winner, Nobel Prize in Economics, 1990 qTavakoli brings extraordinary insight and clarity to this fascinating financial evolution . . .q--Carl V. Schuman, Manager, Credit Derivatives, West LB New York Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicago branch of Bank of America, where she directs the company's overall marketing of global derivatives and manages its CreditMetrics initiative.The investor, the receiver of the total rate of return (TROR), is the lessee, the one who leases the car. ... car is damaged as defined in the lease agreement, the investor must pay the difference between the original value and the damaged valueanbsp;...

Title:Credit Derivatives and Synthetic Structures
Author:Janet M. Tavakoli
Publisher:John Wiley & Sons - 2001-07-16


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