Credit Derivatives Handbook, Vol. 2: A Guide to the Exotics Credit Derivatives Market

Description

Follows up volume 1 with tranching of CDOs, CDOs of CDOs, etc.

Table of content:

Exotics Credit Derivatives -
Tried and Tested
1.Overview of the exotics credit derivatives market 3
Single Tranche Synthetic CDO
2. A guide to bespoke single-tranches 8
First-to-Default Baskets
3. A guide to usage and valuation 23
Standardized Tranches
4. A guide to the index tranche market 33
Trading Correlation
5. Managing risks in tranche trading 45
Tranche Relative Value Tools
6. Identifying relative value in tranche markets 63
Correlation Strategies
7. Interesting trade ideas in the tranche market 80
Modeling Correlation Products
8. Pricing models for CDOs & FTDs 101
What Correlation?
9. Moving from compound to base correlation and beyond 126
Synthetic CDO^2
10. CDO of CDOs 138
Leveraged Super Senior
11. A guide to synthetic LSS 148
CDO Combination Notes
12. Combining tranches to tailor investor needs 156
CPPI for Debt Investors
13. Principal protection techniques 169
CDS Options
14. Payers and Receivers, trading spread volatility 176
CMCDS
15. Bulish on Credit, Bearish on Spreads 186

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Credit Derivatives Handbook, Vol. 2: A Guide to the Exotics Credit Derivatives Market" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 3563
2. Credit Derivatives and Structured Credit: A Guide for Investors
3. Credit Derivatives Handbook, Vol. 1: A Guide to Single-Name and Index CDS Products
4. [request_ebook] Credit Derivatives and Structured Credit Trading (Wiley Finance)
5. [share_ebook] QUANTITATIVE ANALYSIS, DERIVATIVES MODELING, AND TRADING STRATEGIES: IN THE PRESENCE OF COUNTERPARTY CREDIT RISK FOR THE FIXED-INCOME MARKET
6. An Introduction to Credit Derivatives
7. Credit Risk: Models, Derivatives, and Management
8. Understanding Credit Derivatives and Related Instruments
9. Credit Derivatives: Instruments, Applications, and Pricing
10. Credit Derivatives: Risk Management, Trading and Investing
11. Credit Derivatives: Risk Management, Trading and Investing
12. Credit Derivatives Insights - Single Name Instruments & Strategies,3 Ed
13. Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)
14. [request_ebook] Subprime Mortgage Credit Derivatives
15. The Credit Risk of Complex Derivatives: Third Edition (Finance and Capital Markets)
16. [share_ebook] Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)