Credit Derivative Strategies. New Thinking on Managing Risk and Return. Rohan Douglas
Credit Derivative Strategies. New Thinking on Managing Risk and Return
Год выпуска: 0
Автор произведения: Rohan Douglas
Жанр: Зарубежная деловая литература
Издательство: John Wiley & Sons Limited
isbn: 9780470883013
Краткое описание:
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.